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 37182.52 Day 7 No 397.08 7-30 Days L-3 34577.53 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15618.17 Day 7 Yes 293.47 <7 Days L-4 14578.62 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8863.63 Day 7 No 256.98 31-90 Days L-5 9425.88 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39508.63 Day 7 No 913.04 31-90 Days L-6 40554.90 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22343.08 Day 7 No 207.36 31-90 Days L-7 20554.40 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34792.14 Day 7 No 740.67 31-90 Days L-8 34194.59 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18954.36 Day 7 Yes 884.64 7-30 Days L-9 18357.28 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39371.93 Day 7 No 703.84 31-90 Days LC-1 36346.64 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15266.21 Day 7 No 115.52 31-90 Days LC-2 16236.83 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37506.45 Day 7 No 572.05 <7 Days N-1 38997.79 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32229.60 Day 7 No 1149.19 7-30 Days N-2 34777.87 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 720.75 Day 7 Yes 17.88 7-30 Days N-3 776.51 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44070.05 Day 7 Yes 17.75 31-90 Days N-4 42467.32 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34162.16 Day 7 Yes 151.22 31-90 Days N-5 35274.16 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33211.02 Day 7 No 301.99 7-30 Days N-6 33410.60 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23602.84 Day 7 Yes 228.37 31-90 Days N-7 22726.25 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16142.70 Day 7 No 266.40 7-30 Days P-1 17383.72 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7271.21 Day 7 Yes 326.95 31-90 Days P-2 7594.58 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16273.30 Day 7 Yes 98.13 <7 Days S-8 17670.06 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23098.02 Day 7 Yes 335.50 7-30 Days Y-1 22631.94 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34630.40 Day 7 No 1024.99 31-90 Days Y-2 37482.97 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19139.61 Day 7 No 246.63 31-90 Days Y-3 19322.03 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1302.81 Day 7 Yes 13.64 <7 Days Y-4 1351.03 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16859.33 Day 7 No 575.64 <7 Days Z-1 18182.10 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15177.83 Day 7 Yes 716.87 7-30 Days A-2 14027.78 Yes T+0 Yes No Securities Finance