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 35555.13 Day 31 Yes 1300.06 31-90 Days N-6 36438.76 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35186.96 Day 31 No 357.63 7-30 Days N-7 36603.81 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31880.75 Day 31 No 293.77 31-90 Days P-1 31756.35 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25539.23 Day 31 Yes 433.88 31-90 Days P-2 23995.22 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6200.74 Day 31 Yes 26.45 7-30 Days S-8 6084.29 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9521.82 Day 31 Yes 6.43 7-30 Days Y-1 9362.61 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15187.54 Day 31 Yes 712.12 7-30 Days Y-2 15180.21 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24833.82 Day 31 Yes 330.56 7-30 Days Y-3 25799.24 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22886.16 Day 31 No 254.67 31-90 Days Y-4 25044.76 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35215.85 Day 31 No 362.07 <7 Days Z-1 32291.31 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8959.65 Day 31 Yes 228.28 <7 Days A-2 9002.74 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32793.33 Day 31 No 42.52 31-90 Days A-3 32843.35 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30159.94 Day 31 Yes 569.40 31-90 Days A-4 31726.93 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 346.77 Day 31 Yes 12.60 31-90 Days A-5 322.70 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33295.91 Day 31 Yes 693.16 31-90 Days CB-1 29988.07 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2310.48 Day 31 No 29.55 31-90 Days CB-2 2091.37 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18982.02 Day 31 No 757.61 31-90 Days CB-3 20791.91 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12410.73 Day 31 Yes 275.95 31-90 Days E-1 13123.16 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7893.55 Day 31 Yes 342.31 7-30 Days E-2 7726.30 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34181.70 Day 31 No 1501.66 31-90 Days G-1 35341.98 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33079.45 Day 31 Yes 1030.30 <7 Days G-2 35952.14 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26460.63 Day 31 No 242.85 31-90 Days G-3 25041.65 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21743.17 Day 31 Yes 704.18 7-30 Days IG-1 20261.24 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6745.68 Day 31 Yes 70.17 7-30 Days IG-2 6218.17 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14107.62 Day 31 No 372.95 7-30 Days S-1 12983.96 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance