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 Yes 40357.89 Day 50 No 628.92 <7 Days Z-1 36848.15 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10087.35 Day 50 Yes 371.42 31-90 Days A-2 9205.09 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20075.39 Day 50 Yes 425.48 7-30 Days A-3 18315.01 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12914.88 Day 50 No 560.59 <7 Days A-4 13271.83 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 106.72 Day 50 No 2.41 31-90 Days A-5 114.36 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40034.48 Day 50 Yes 1769.36 31-90 Days CB-1 41324.05 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38023.36 Day 50 Yes 1494.93 <7 Days CB-2 37653.52 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36741.28 Day 50 Yes 1738.81 7-30 Days CB-3 38884.92 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21665.67 Day 50 No 637.66 7-30 Days E-1 23492.12 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9235.26 Day 50 Yes 8.33 31-90 Days E-2 9609.70 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2574.28 Day 50 Yes 126.70 <7 Days G-1 2543.34 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43132.85 Day 50 Yes 215.86 31-90 Days G-2 43411.59 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20395.93 Day 50 No 285.73 31-90 Days G-3 20691.20 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41606.92 Day 50 Yes 118.66 7-30 Days IG-1 42922.10 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28973.44 Day 50 No 152.98 31-90 Days IG-2 26373.79 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41028.52 Day 50 No 991.91 <7 Days S-1 37534.86 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10804.42 Day 50 No 188.31 31-90 Days S-2 11754.91 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7276.07 Day 50 No 208.32 31-90 Days S-3 7239.40 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38368.16 Day 50 No 1081.16 <7 Days S-4 34569.10 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9696.68 Day 50 No 354.81 7-30 Days S-5 10183.90 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36949.73 Day 50 Yes 1818.30 <7 Days S-6 35202.06 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26523.37 Day 50 No 1190.41 <7 Days S-7 27772.56 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12778.06 Day 51 Yes 586.94 31-90 Days A-0-Q 11841.96 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25685.83 Day 51 Yes 559.74 31-90 Days A-1-Q 23452.87 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41516.80 Day 51 No 903.96 31-90 Days A-2-Q 42692.19 No T+0 No Yes Liberty Wealth Management LLC Trading