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 29519.39 68 - 74 Days Yes 1138.44 <7 Days CB-3 27592.31 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19803.89 68 - 74 Days Yes 58.90 <7 Days E-1 20017.27 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30781.54 68 - 74 Days Yes 253.27 <7 Days E-2 31786.18 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32236.80 68 - 74 Days No 609.31 31-90 Days G-1 31426.70 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19329.57 68 - 74 Days No 814.54 <7 Days G-2 19713.23 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41618.45 68 - 74 Days Yes 1412.82 31-90 Days G-3 41989.87 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37156.39 68 - 74 Days Yes 619.42 <7 Days IG-1 36479.28 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31366.00 68 - 74 Days No 774.17 7-30 Days IG-2 33584.23 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2779.19 68 - 74 Days Yes 53.66 31-90 Days S-1 2646.11 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 666.52 68 - 74 Days Yes 17.45 <7 Days S-2 665.03 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14502.07 68 - 74 Days Yes 517.89 7-30 Days S-3 14051.67 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38715.02 68 - 74 Days No 738.39 31-90 Days S-4 40661.54 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24165.76 68 - 74 Days Yes 846.33 <7 Days S-5 25310.37 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25331.27 68 - 74 Days No 781.94 7-30 Days S-6 23909.31 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23777.89 68 - 74 Days Yes 546.72 <7 Days S-7 22755.42 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16129.14 75 - 82 Days Yes 170.03 <7 Days A-0-Q 17517.07 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15679.73 75 - 82 Days No 0.04 <7 Days A-1-Q 16145.11 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1812.78 75 - 82 Days No 80.95 31-90 Days A-2-Q 1732.91 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17879.36 75 - 82 Days No 643.91 31-90 Days A-3-Q 18575.45 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32990.89 75 - 82 Days No 1278.77 <7 Days A-4-Q 34994.75 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19695.16 75 - 82 Days No 279.23 <7 Days A-5-Q 19347.41 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27259.67 75 - 82 Days No 917.55 31-90 Days CB-1-Q 28610.66 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43231.84 75 - 82 Days No 786.84 <7 Days CB-2-Q 40670.11 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40880.88 75 - 82 Days No 660.68 31-90 Days S-1-Q 38170.91 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23816.86 75 - 82 Days No 141.18 <7 Days S-2-Q 25695.62 No T+1 No Yes Liberty International Finance Ltd. Funding