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 41186.81 75 - 82 Days Yes 2013.38 7-30 Days S-4 39503.68 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40959.07 75 - 82 Days No 462.65 7-30 Days S-5 40364.44 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21583.45 75 - 82 Days Yes 298.41 31-90 Days S-6 22293.86 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7267.24 75 - 82 Days No 28.36 31-90 Days S-7 7299.26 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32435.97 83 - 90 Days No 1607.66 31-90 Days A-0-Q 35180.07 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13903.34 83 - 90 Days Yes 238.38 31-90 Days A-1-Q 14370.59 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19105.06 83 - 90 Days No 525.14 31-90 Days A-2-Q 17996.49 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 316.91 83 - 90 Days No 13.47 31-90 Days A-3-Q 298.38 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32078.01 83 - 90 Days Yes 640.58 <7 Days A-4-Q 34305.38 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6454.80 83 - 90 Days No 317.67 7-30 Days A-5-Q 7083.95 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16653.61 83 - 90 Days No 635.42 31-90 Days CB-1-Q 16407.38 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6105.58 83 - 90 Days No 231.40 <7 Days CB-2-Q 6388.21 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7608.82 83 - 90 Days Yes 29.53 31-90 Days S-1-Q 7400.33 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21351.27 83 - 90 Days Yes 436.82 31-90 Days S-2-Q 21308.10 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 507.34 83 - 90 Days Yes 7.77 <7 Days S-3-Q 456.84 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37985.66 83 - 90 Days No 187.36 <7 Days S-4-Q 36805.66 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26523.83 83 - 90 Days Yes 643.22 <7 Days CB-3-Q 26895.51 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21462.22 83 - 90 Days No 431.40 <7 Days G-1-Q 23425.67 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17047.34 83 - 90 Days No 119.13 <7 Days G-2-Q 15565.04 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18407.11 83 - 90 Days No 528.14 31-90 Days G-3-Q 18592.79 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21439.64 83 - 90 Days Yes 1058.99 <7 Days S-5-Q 22460.32 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43795.53 83 - 90 Days Yes 1869.53 31-90 Days S-6-Q 47982.42 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14116.40 83 - 90 Days No 590.78 31-90 Days S-7-Q 14194.15 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42049.24 83 - 90 Days Yes 1309.46 <7 Days E-1-Q 45104.29 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16229.99 83 - 90 Days No 723.09 7-30 Days E-2-Q 17339.70 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding