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 40285.36 75 - 82 Days Yes 603.83 <7 Days P-1 39394.31 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41837.16 75 - 82 Days Yes 1898.89 <7 Days P-2 40876.27 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26720.73 75 - 82 Days No 111.80 <7 Days S-8 25579.14 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35994.94 75 - 82 Days Yes 1065.93 7-30 Days Y-1 38282.25 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6702.51 75 - 82 Days Yes 53.35 31-90 Days Y-2 6995.94 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9697.91 75 - 82 Days Yes 35.42 7-30 Days Y-3 9914.66 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19559.64 75 - 82 Days No 184.82 31-90 Days Y-4 19966.31 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23540.96 75 - 82 Days No 584.95 7-30 Days Z-1 22961.87 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34245.40 75 - 82 Days Yes 756.46 7-30 Days A-2 36611.53 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37108.64 75 - 82 Days Yes 551.10 <7 Days A-3 38345.19 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9747.81 75 - 82 Days Yes 194.98 <7 Days A-4 9349.08 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28712.09 75 - 82 Days No 1059.14 <7 Days A-5 26018.94 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5262.50 75 - 82 Days Yes 161.37 <7 Days CB-1 5755.29 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29013.49 75 - 82 Days Yes 194.75 7-30 Days CB-2 31304.57 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1171.80 75 - 82 Days Yes 30.62 <7 Days CB-3 1101.79 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27702.79 75 - 82 Days Yes 1066.46 <7 Days E-1 25397.37 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23887.79 75 - 82 Days Yes 484.98 <7 Days E-2 24333.23 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11127.36 75 - 82 Days No 355.31 <7 Days G-1 10266.30 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26310.43 75 - 82 Days Yes 185.07 <7 Days G-2 25921.38 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42711.29 75 - 82 Days No 1230.52 7-30 Days G-3 44732.68 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19500.47 75 - 82 Days Yes 87.56 31-90 Days IG-1 19667.57 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28998.08 75 - 82 Days No 487.49 <7 Days IG-2 28059.73 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15121.53 75 - 82 Days Yes 432.21 <7 Days S-1 14840.55 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34403.07 75 - 82 Days Yes 1651.07 7-30 Days S-2 33011.67 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7618.64 75 - 82 Days No 295.19 7-30 Days S-3 7079.77 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance