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 39895.39 Perpetual Yes 859.44 31-90 Days N-4 43343.32 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15380.26 Perpetual No 258.69 7-30 Days N-5 15494.04 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30739.10 Perpetual Yes 189.97 7-30 Days N-6 27971.80 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 20722.43 Perpetual Yes 920.49 7-30 Days N-7 21697.42 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 8479.34 Perpetual Yes 69.28 7-30 Days P-1 9198.80 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38990.01 Perpetual Yes 195.67 7-30 Days P-2 36399.22 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25750.85 Perpetual Yes 899.42 7-30 Days S-8 24393.00 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18710.84 Perpetual No 924.14 <7 Days Y-1 19973.95 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5793.64 Perpetual Yes 193.60 31-90 Days Y-2 6334.02 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8118.53 Perpetual No 218.35 <7 Days Y-3 7399.36 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35569.50 Perpetual No 1312.69 7-30 Days Y-4 38181.30 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43234.72 Perpetual No 2115.94 <7 Days Z-1 44624.33 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17692.96 Perpetual Yes 344.43 <7 Days A-2 16048.44 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11096.19 Perpetual Yes 129.21 <7 Days A-3 10572.33 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39028.41 Perpetual No 874.98 31-90 Days A-4 38667.48 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2715.34 Perpetual No 50.51 31-90 Days A-5 2891.66 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12523.04 Perpetual No 451.67 <7 Days CB-1 13359.47 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38792.23 Perpetual Yes 486.33 <7 Days CB-2 38810.14 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13487.14 Perpetual No 478.75 31-90 Days CB-3 13687.45 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14337.90 Perpetual No 223.51 <7 Days E-1 13336.80 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24770.61 Perpetual Yes 662.63 31-90 Days E-2 25425.89 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13755.92 Perpetual No 614.55 7-30 Days G-1 12823.86 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37949.47 Perpetual No 1261.59 7-30 Days G-2 35858.54 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28491.58 Perpetual No 658.26 7-30 Days G-3 28927.50 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 27130.99 Perpetual Yes 1124.05 7-30 Days IG-1 24863.71 Yes T+0 No Yes Liberty Capital Markets Inc. Trading