Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41570.95 Day 56 No 2025.07 31-90 Days CB-1 45207.29 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18349.70 Day 56 Yes 553.97 <7 Days CB-2 18519.72 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31191.50 Day 56 No 634.88 31-90 Days CB-3 29948.12 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23299.72 Day 56 No 1.59 7-30 Days E-1 24757.89 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16691.30 Day 56 Yes 431.45 31-90 Days E-2 17602.71 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43691.31 Day 56 Yes 1716.50 7-30 Days G-1 47820.43 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39078.76 Day 56 Yes 480.75 <7 Days G-2 36637.48 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23199.65 Day 56 No 118.35 <7 Days G-3 23316.40 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1235.56 Day 56 No 59.46 <7 Days IG-1 1162.53 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 732.68 Day 56 Yes 9.55 31-90 Days IG-2 725.94 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12854.50 Day 56 Yes 151.18 31-90 Days S-1 12042.88 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9931.70 Day 56 Yes 102.29 7-30 Days S-2 10238.48 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14304.35 Day 56 Yes 354.18 <7 Days S-3 13147.61 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27536.07 Day 56 Yes 434.68 7-30 Days S-4 27735.76 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26332.58 Day 56 Yes 210.24 <7 Days S-5 26289.30 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13228.23 Day 56 Yes 258.51 <7 Days S-6 13809.71 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34591.50 Day 56 Yes 452.80 7-30 Days S-7 36295.95 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33483.76 Day 57 No 963.42 <7 Days A-0-Q 35869.47 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4133.51 Day 57 No 106.69 31-90 Days A-1-Q 4095.47 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22179.39 Day 57 Yes 868.68 7-30 Days A-2-Q 20841.12 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39779.94 Day 57 No 418.70 31-90 Days A-3-Q 41990.19 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12706.17 Day 57 Yes 105.32 31-90 Days A-4-Q 12871.88 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 550.16 Day 57 Yes 17.14 <7 Days A-5-Q 602.70 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43268.57 Day 57 Yes 500.45 <7 Days CB-1-Q 43862.27 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35557.57 Day 57 No 255.99 7-30 Days CB-2-Q 34858.28 No T+2 Yes Yes Liberty Wealth Management LLC Funding