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 40528.83 Day 51 Yes 602.95 <7 Days E-5 43388.27 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 291.06 Day 51 No 2.62 31-90 Days E-6 296.76 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42789.25 Day 51 No 63.38 <7 Days E-7 40024.87 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34939.12 Day 51 No 583.62 <7 Days E-8 32405.77 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23035.97 Day 51 Yes 762.02 31-90 Days E-9 21723.68 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4615.48 Day 51 Yes 148.77 <7 Days G-4 4603.38 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20001.31 Day 51 No 276.50 7-30 Days IG-3 19595.88 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43126.08 Day 51 Yes 329.87 31-90 Days IG-4 46671.85 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15785.84 Day 51 No 460.33 7-30 Days IG-5 14762.26 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38657.66 Day 51 No 338.19 <7 Days IG-6 36971.79 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6163.61 Day 51 Yes 58.98 7-30 Days IG-7 5592.62 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8272.80 Day 51 Yes 99.15 31-90 Days IG-8 8334.07 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18934.28 Day 51 Yes 209.30 31-90 Days L-1 17209.33 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4724.83 Day 51 No 8.73 <7 Days L-10 5164.68 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22501.79 Day 51 No 730.46 7-30 Days L-11 21995.80 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42474.89 Day 51 No 37.22 31-90 Days L-2 41617.61 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29855.91 Day 51 Yes 293.74 31-90 Days L-3 32813.57 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5293.80 Day 51 No 24.53 31-90 Days L-4 5125.63 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7292.61 Day 51 Yes 104.02 31-90 Days L-5 7264.35 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43221.02 Day 51 Yes 322.37 31-90 Days L-6 45716.99 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18230.90 Day 51 Yes 562.64 31-90 Days L-7 16465.62 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7527.56 Day 51 No 186.57 31-90 Days L-8 7961.59 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25571.22 Day 51 Yes 205.61 31-90 Days L-9 24558.42 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31879.04 Day 51 No 1267.11 <7 Days LC-1 30402.88 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11304.14 Day 51 Yes 142.24 7-30 Days LC-2 11523.12 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance