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 Yes 30588.14 Day 57 Yes 194.13 31-90 Days N-6 30660.72 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7591.63 Day 57 No 254.24 7-30 Days N-7 7803.73 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34408.63 Day 57 Yes 856.49 31-90 Days P-1 34563.44 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11302.03 Day 57 Yes 534.83 31-90 Days P-2 11969.69 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14384.89 Day 57 No 439.49 31-90 Days S-8 13078.83 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42872.48 Day 57 No 1414.75 31-90 Days Y-1 38625.79 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9410.39 Day 57 Yes 56.18 7-30 Days Y-2 9845.45 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6188.55 Day 57 No 267.69 7-30 Days Y-3 5628.11 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18364.92 Day 57 Yes 663.88 31-90 Days Y-4 18714.40 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25353.66 Day 57 No 1026.71 <7 Days Z-1 24190.08 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2687.53 Day 57 Yes 32.23 31-90 Days A-2 2641.29 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3734.70 Day 57 Yes 132.17 <7 Days A-3 3508.12 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42588.60 Day 57 Yes 1240.13 7-30 Days A-4 42135.10 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37638.60 Day 57 Yes 872.29 <7 Days A-5 40566.26 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35729.89 Day 57 No 1722.59 31-90 Days CB-1 32722.32 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36756.71 Day 57 No 1604.88 31-90 Days CB-2 36442.10 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18995.39 Day 57 Yes 826.51 <7 Days CB-3 20444.10 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13098.74 Day 57 No 169.03 7-30 Days E-1 14322.52 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39967.05 Day 57 No 1840.22 31-90 Days E-2 41183.20 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22664.01 Day 57 No 853.53 <7 Days G-1 24058.80 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36919.71 Day 57 Yes 966.43 31-90 Days G-2 40516.09 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16593.81 Day 57 Yes 3.40 7-30 Days G-3 16378.43 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9210.18 Day 57 No 320.78 7-30 Days IG-1 8354.62 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38457.01 Day 57 Yes 1459.33 31-90 Days IG-2 37339.83 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15497.02 Day 57 No 5.27 31-90 Days S-1 14832.80 No T+0 No No Trading