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 28542.46 Day 18 Yes 60.06 7-30 Days Y-3 26555.19 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12813.32 Day 18 Yes 508.31 <7 Days Y-4 13882.56 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36202.52 Day 18 Yes 574.52 31-90 Days Z-1 35574.12 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17208.75 Day 18 No 340.01 7-30 Days A-2 18692.64 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17952.54 Day 18 No 129.75 7-30 Days A-3 19244.11 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31523.93 Day 18 Yes 934.74 <7 Days A-4 33062.61 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10543.22 Day 18 Yes 325.38 7-30 Days A-5 9707.93 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39332.95 Day 18 No 778.73 7-30 Days CB-1 39688.48 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35029.35 Day 18 No 966.26 <7 Days CB-2 35629.33 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36127.26 Day 18 Yes 806.41 31-90 Days CB-3 35624.39 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37700.67 Day 18 No 773.93 <7 Days E-1 41366.41 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29147.62 Day 18 Yes 661.66 <7 Days E-2 28735.21 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37374.50 Day 18 No 1595.01 31-90 Days G-1 37978.33 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9244.97 Day 18 Yes 386.04 <7 Days G-2 9161.67 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31613.20 Day 18 Yes 162.04 7-30 Days G-3 32322.27 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7390.75 Day 18 No 259.21 7-30 Days IG-1 7481.26 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23529.78 Day 18 Yes 661.91 7-30 Days IG-2 21636.09 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13719.12 Day 18 No 491.94 7-30 Days S-1 13490.49 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38136.40 Day 18 Yes 1679.48 7-30 Days S-2 39962.26 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26126.64 Day 18 Yes 1198.87 31-90 Days S-3 25668.42 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43193.27 Day 18 Yes 887.20 7-30 Days S-4 40083.00 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35806.98 Day 18 No 1406.23 31-90 Days S-5 33755.31 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7023.34 Day 18 Yes 232.94 7-30 Days S-6 6329.59 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 766.49 Day 18 No 6.39 <7 Days S-7 759.98 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16033.77 Day 19 No 774.75 <7 Days A-0-Q 16578.10 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading