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 37643.21 Day 52 Yes 1523.83 31-90 Days IG-8 38730.12 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16440.19 Day 52 No 546.67 31-90 Days L-1 17066.30 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28937.19 Day 52 No 615.07 7-30 Days L-10 30756.71 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25009.39 Day 52 Yes 453.20 <7 Days L-11 22905.82 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34956.69 Day 52 Yes 115.08 7-30 Days L-2 33015.16 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19753.64 Day 52 No 602.21 31-90 Days L-3 19477.45 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35737.55 Day 52 No 1098.05 7-30 Days L-4 35698.37 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15550.23 Day 52 No 683.48 7-30 Days L-5 16481.31 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5062.07 Day 52 No 217.25 31-90 Days L-6 5497.01 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8087.08 Day 52 No 77.71 31-90 Days L-7 8518.31 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29598.25 Day 52 Yes 391.09 7-30 Days L-8 27217.73 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30093.57 Day 52 No 511.43 31-90 Days L-9 32060.03 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38382.84 Day 52 Yes 865.40 <7 Days LC-1 34819.55 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2272.91 Day 52 No 103.68 31-90 Days LC-2 2242.90 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7085.85 Day 52 Yes 125.41 31-90 Days N-1 7009.75 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38170.61 Day 52 No 1832.50 <7 Days N-2 38076.82 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43546.18 Day 52 No 583.05 7-30 Days N-3 42389.24 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39611.48 Day 52 No 1868.93 <7 Days N-4 36570.16 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4435.50 Day 52 Yes 37.48 <7 Days N-5 4635.58 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5174.55 Day 52 No 68.44 31-90 Days N-6 5120.60 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1842.94 Day 52 Yes 31.36 7-30 Days N-7 1801.11 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35261.93 Day 52 No 495.51 <7 Days P-1 34986.24 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34159.52 Day 52 Yes 471.03 31-90 Days P-2 34777.24 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30872.94 Day 52 No 63.70 7-30 Days S-8 28958.19 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24680.19 Day 52 Yes 318.61 7-30 Days Y-1 24217.74 No T+0 Yes Yes Liberty Wealth Management LLC Treasury