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 9691.54 Day 15 No 246.00 31-90 Days N-5 10512.97 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1997.46 Day 15 Yes 65.17 <7 Days N-6 2063.16 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27399.93 Day 15 No 1223.74 31-90 Days N-7 25213.48 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4717.68 Day 15 Yes 155.50 31-90 Days P-1 4530.65 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18476.05 Day 15 No 482.67 31-90 Days P-2 19493.65 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10425.71 Day 15 No 468.82 7-30 Days S-8 10420.64 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23379.48 Day 15 No 404.88 <7 Days Y-1 24056.99 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34504.42 Day 15 No 25.95 <7 Days Y-2 32628.68 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18438.08 Day 15 No 795.64 7-30 Days Y-3 18824.75 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38487.39 Day 15 Yes 1833.35 <7 Days Y-4 36466.96 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27987.93 Day 15 Yes 1329.18 <7 Days Z-1 27837.14 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43885.61 Day 15 No 290.13 <7 Days A-2 40989.52 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33651.71 Day 15 Yes 1414.90 <7 Days A-3 31831.62 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44131.19 Day 15 No 1167.93 <7 Days A-4 40681.25 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13705.81 Day 15 No 560.28 7-30 Days A-5 14587.03 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7220.78 Day 15 No 198.29 31-90 Days CB-1 7136.54 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33451.21 Day 15 Yes 280.60 <7 Days CB-2 30558.47 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39096.04 Day 15 No 734.25 7-30 Days CB-3 42532.43 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10066.63 Day 15 No 277.54 <7 Days E-1 9672.45 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42797.73 Day 15 Yes 847.59 7-30 Days E-2 42061.94 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31724.60 Day 15 No 72.35 <7 Days G-1 32214.26 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13107.51 Day 15 No 624.09 31-90 Days G-2 13931.82 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36549.84 Day 15 No 822.51 <7 Days G-3 37077.57 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19799.74 Day 15 Yes 776.87 7-30 Days IG-1 21045.82 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40496.70 Day 15 No 266.45 <7 Days IG-2 43608.72 Yes T+1 No No Trading