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 Other No 33116.79 Day 46 Yes 1141.14 31-90 Days CB-2 30873.52 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16226.51 Day 46 No 363.41 7-30 Days CB-3 15018.20 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12687.52 Day 46 No 227.21 <7 Days E-1 12046.21 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9593.78 Day 46 Yes 410.92 31-90 Days E-2 8738.50 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6979.49 Day 46 No 238.77 <7 Days G-1 6528.16 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2198.94 Day 46 No 5.70 <7 Days G-2 2124.76 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21835.22 Day 46 Yes 731.47 <7 Days G-3 23371.79 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30254.54 Day 46 No 873.47 7-30 Days IG-1 29665.47 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20576.53 Day 46 Yes 416.64 31-90 Days IG-2 19505.93 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17311.15 Day 46 Yes 364.01 31-90 Days S-1 18971.06 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27753.77 Day 46 Yes 767.43 7-30 Days S-2 28358.43 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21896.55 Day 46 No 267.73 7-30 Days S-3 21747.61 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25283.27 Day 46 No 914.42 31-90 Days S-4 26237.26 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26895.28 Day 46 No 1059.28 <7 Days S-5 27474.65 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25733.14 Day 46 No 775.06 <7 Days S-6 24203.93 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8289.60 Day 46 No 216.13 7-30 Days S-7 7947.61 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36745.70 Day 47 Yes 987.43 <7 Days A-0-Q 37610.85 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8655.10 Day 47 Yes 127.60 7-30 Days A-1-Q 9446.78 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43228.20 Day 47 No 783.50 31-90 Days A-2-Q 41297.70 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23642.14 Day 47 No 650.87 <7 Days A-3-Q 25047.49 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24209.48 Day 47 No 824.42 31-90 Days A-4-Q 23075.45 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24960.75 Day 47 No 918.85 31-90 Days A-5-Q 24808.48 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40320.84 Day 47 Yes 1982.04 <7 Days CB-1-Q 42846.59 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25813.77 Day 47 Yes 1131.21 31-90 Days CB-2-Q 24514.45 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30828.35 Day 47 No 307.81 31-90 Days S-1-Q 29473.07 Yes T+1 No Yes Liberty Capital Markets Inc. Funding