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 34437.94 >5 Yr No 941.85 <7 Days E-2-Q 33586.82 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35860.25 >5 Yr Yes 256.45 7-30 Days IG-1-Q 35567.72 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22992.03 >5 Yr Yes 758.96 7-30 Days IG-2-Q 22648.54 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10583.26 >5 Yr No 305.27 31-90 Days C-1 11176.35 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2742.70 >5 Yr No 48.02 <7 Days CB-4 2610.53 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29103.32 >5 Yr No 1204.92 7-30 Days E-10 29922.31 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32853.21 >5 Yr No 401.43 <7 Days E-3 30109.34 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31513.28 >5 Yr No 1006.52 7-30 Days E-4 34270.84 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14918.58 >5 Yr Yes 621.90 7-30 Days E-5 14691.76 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34881.97 >5 Yr Yes 784.35 <7 Days E-6 31412.36 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20667.41 >5 Yr Yes 508.83 31-90 Days E-7 20355.54 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32470.35 >5 Yr No 1284.04 7-30 Days E-8 32532.08 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20235.09 >5 Yr No 81.81 7-30 Days E-9 20437.32 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17156.26 >5 Yr Yes 784.37 7-30 Days G-4 18421.37 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27266.39 >5 Yr Yes 322.92 7-30 Days IG-3 29728.83 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35485.95 >5 Yr Yes 146.37 7-30 Days IG-4 33309.73 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21331.99 >5 Yr No 301.68 <7 Days IG-5 21077.63 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11259.41 >5 Yr No 228.00 <7 Days IG-6 12312.31 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34200.99 >5 Yr Yes 1250.04 <7 Days IG-7 34080.03 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14447.02 >5 Yr Yes 265.42 31-90 Days IG-8 15718.54 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28480.58 >5 Yr No 335.89 31-90 Days L-1 29391.61 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 Yes 1864.76 >5 Yr No 85.58 31-90 Days L-10 1815.24 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12897.54 >5 Yr Yes 182.29 7-30 Days L-11 12438.41 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32186.47 >5 Yr No 135.80 7-30 Days L-2 34637.95 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17870.02 >5 Yr No 377.21 <7 Days L-3 17264.46 Yes T+0 Yes No Trading