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 34200.11 >5 Yr No 1562.64 31-90 Days CB-1-Q 35213.03 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21973.23 >5 Yr No 15.64 7-30 Days CB-2-Q 22052.24 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34408.23 >5 Yr Yes 433.09 31-90 Days S-1-Q 31499.92 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5798.32 >5 Yr No 62.52 <7 Days S-2-Q 5373.78 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12689.70 >5 Yr Yes 380.47 <7 Days S-3-Q 13365.95 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30896.62 >5 Yr Yes 618.23 <7 Days S-4-Q 31535.32 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32511.97 >5 Yr Yes 1578.71 7-30 Days CB-3-Q 32685.58 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4836.13 >5 Yr Yes 140.19 31-90 Days G-1-Q 4416.31 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32008.42 >5 Yr No 820.39 31-90 Days G-2-Q 34787.98 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31823.90 >5 Yr No 1145.62 <7 Days G-3-Q 33858.12 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2579.33 >5 Yr No 17.70 <7 Days S-5-Q 2716.09 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29319.84 >5 Yr Yes 250.32 7-30 Days S-6-Q 29754.23 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12994.34 >5 Yr Yes 369.36 31-90 Days S-7-Q 13487.47 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23015.38 >5 Yr Yes 1090.13 <7 Days E-1-Q 23375.00 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12150.87 >5 Yr No 566.86 31-90 Days E-2-Q 13067.58 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31638.41 >5 Yr No 550.81 7-30 Days IG-1-Q 29344.78 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38254.33 >5 Yr No 1017.07 7-30 Days IG-2-Q 38547.05 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33113.19 >5 Yr No 540.99 <7 Days C-1 35782.53 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16888.18 >5 Yr No 498.45 31-90 Days CB-4 16450.18 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20707.37 >5 Yr No 581.83 <7 Days E-10 18858.54 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36562.70 >5 Yr No 1279.00 <7 Days E-3 35876.52 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2788.54 >5 Yr No 58.62 31-90 Days E-4 2660.85 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30854.58 >5 Yr No 555.64 <7 Days E-5 32931.70 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12481.16 >5 Yr Yes 289.15 7-30 Days E-6 12502.55 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42559.47 >5 Yr No 695.73 <7 Days E-7 42998.26 Yes T+0 Yes No Funding