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 11056.76 Day 57 Yes 179.13 7-30 Days G-4 10000.01 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28708.26 Day 57 No 764.91 <7 Days IG-3 28169.35 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14672.92 Day 57 Yes 250.80 <7 Days IG-4 14872.31 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13069.76 Day 57 Yes 175.87 31-90 Days IG-5 11901.13 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4701.49 Day 57 Yes 113.70 31-90 Days IG-6 4271.27 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15385.36 Day 57 No 381.17 <7 Days IG-7 16544.22 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38623.98 Day 57 Yes 938.23 <7 Days IG-8 35251.88 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35327.27 Day 57 Yes 1564.53 7-30 Days L-1 33936.68 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8282.77 Day 57 No 103.29 <7 Days L-10 8828.17 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 471.49 Day 57 No 6.07 7-30 Days L-11 439.28 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38052.12 Day 57 No 1639.49 7-30 Days L-2 41406.91 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37001.29 Day 57 No 683.55 7-30 Days L-3 40123.63 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19229.61 Day 57 Yes 469.17 31-90 Days L-4 17362.40 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34819.77 Day 57 Yes 352.41 31-90 Days L-5 37801.81 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11507.23 Day 57 No 296.70 7-30 Days L-6 11645.02 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24449.71 Day 57 No 153.81 31-90 Days L-7 23041.08 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5112.25 Day 57 No 154.96 <7 Days L-8 5166.63 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15833.25 Day 57 Yes 597.51 31-90 Days L-9 14652.94 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26752.32 Day 57 Yes 719.13 31-90 Days LC-1 24193.56 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29724.47 Day 57 Yes 1466.54 7-30 Days LC-2 27381.10 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28209.09 Day 57 Yes 951.15 <7 Days N-1 26908.89 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42511.21 Day 57 Yes 791.71 7-30 Days N-2 43200.32 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25715.43 Day 57 No 890.75 7-30 Days N-3 26038.10 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3942.78 Day 57 No 4.05 31-90 Days N-4 3696.14 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37277.46 Day 57 No 424.22 <7 Days N-5 38626.31 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding