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 43257.94 Day 37 No 1228.14 7-30 Days L-8 39928.93 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9347.28 Day 37 Yes 271.18 <7 Days L-9 10052.75 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21726.09 Day 37 No 777.11 <7 Days LC-1 21095.94 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30921.09 Day 37 No 1145.98 7-30 Days LC-2 28399.03 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43310.56 Day 37 Yes 102.75 <7 Days N-1 44732.40 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8611.40 Day 37 No 20.13 7-30 Days N-2 8272.07 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35478.01 Day 37 Yes 1670.73 31-90 Days N-3 33426.99 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5066.36 Day 37 Yes 41.58 31-90 Days N-4 4996.46 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4537.74 Day 37 No 67.78 31-90 Days N-5 4141.20 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38392.14 Day 37 No 1670.08 <7 Days N-6 37071.58 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13050.35 Day 37 No 465.00 7-30 Days N-7 13917.02 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25573.96 Day 37 No 350.19 <7 Days P-1 25287.70 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26955.62 Day 37 No 117.34 7-30 Days P-2 25913.31 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19398.32 Day 37 No 212.73 <7 Days S-8 18945.84 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15118.74 Day 37 Yes 724.74 31-90 Days Y-1 16504.05 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34775.02 Day 37 Yes 1482.77 <7 Days Y-2 36490.42 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31953.25 Day 37 No 1148.02 <7 Days Y-3 34272.15 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18908.62 Day 37 No 408.26 7-30 Days Y-4 19314.92 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9870.64 Day 37 No 116.10 7-30 Days Z-1 9559.24 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20968.34 Day 37 Yes 176.10 <7 Days A-2 22018.93 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23896.28 Day 37 No 841.00 7-30 Days A-3 21555.21 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6561.74 Day 37 Yes 152.22 7-30 Days A-4 7180.55 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22448.69 Day 37 No 127.55 7-30 Days A-5 21638.59 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2258.06 Day 37 Yes 82.91 <7 Days CB-1 2085.30 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 222.85 Day 37 No 5.16 <7 Days CB-2 232.92 Yes T+0 Yes No Funding