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 5501.79 91 - 120 Days Yes 12.14 31-90 Days N-5 5824.63 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13780.58 91 - 120 Days Yes 80.04 <7 Days N-6 14210.69 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36486.62 91 - 120 Days Yes 1262.57 7-30 Days N-7 35861.39 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43766.34 91 - 120 Days Yes 863.28 <7 Days P-1 44385.42 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22987.06 91 - 120 Days No 1002.78 7-30 Days P-2 24409.92 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36110.59 91 - 120 Days No 303.44 7-30 Days S-8 38384.83 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33458.53 91 - 120 Days Yes 106.08 31-90 Days Y-1 32230.74 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9377.10 91 - 120 Days Yes 261.80 7-30 Days Y-2 9534.48 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40104.29 91 - 120 Days No 1471.38 <7 Days Y-3 40636.40 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38814.20 91 - 120 Days No 434.24 7-30 Days Y-4 36853.79 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22435.93 91 - 120 Days Yes 720.86 <7 Days Z-1 21789.40 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21105.75 91 - 120 Days No 780.97 <7 Days A-2 23061.31 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25436.36 91 - 120 Days No 1150.23 <7 Days A-3 25802.73 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40012.55 91 - 120 Days No 1509.09 31-90 Days A-4 36098.60 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33561.29 91 - 120 Days No 401.65 31-90 Days A-5 31409.61 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9372.62 91 - 120 Days Yes 337.60 31-90 Days CB-1 9696.49 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38327.47 91 - 120 Days Yes 1551.11 7-30 Days CB-2 42057.72 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31329.98 91 - 120 Days No 849.17 7-30 Days CB-3 30625.62 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7860.02 91 - 120 Days Yes 244.16 7-30 Days E-1 8610.40 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38635.76 91 - 120 Days Yes 665.84 <7 Days E-2 36561.03 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33379.24 91 - 120 Days Yes 1244.92 31-90 Days G-1 36411.26 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17279.19 91 - 120 Days Yes 326.23 <7 Days G-2 18736.68 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24934.11 91 - 120 Days No 314.62 7-30 Days G-3 22963.11 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30061.60 91 - 120 Days No 7.45 <7 Days IG-1 31075.11 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23211.71 91 - 120 Days No 512.78 31-90 Days IG-2 21965.28 No T+0 No No Securities Finance