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 21226.70 >5 Yr Yes 1050.62 7-30 Days IG-2 20666.99 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21044.72 >5 Yr Yes 29.21 <7 Days S-1 19083.23 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13618.30 >5 Yr No 117.95 7-30 Days S-2 13881.81 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14190.09 >5 Yr Yes 485.91 <7 Days S-3 14746.40 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2563.60 >5 Yr Yes 92.85 7-30 Days S-4 2702.44 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 734.53 >5 Yr Yes 35.20 31-90 Days S-5 704.69 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1495.51 >5 Yr Yes 10.81 31-90 Days S-6 1425.89 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16203.37 >5 Yr No 719.96 31-90 Days S-7 15721.13 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39557.04 Perpetual No 292.56 31-90 Days A-0-Q 39112.01 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20218.68 Perpetual Yes 70.34 31-90 Days A-1-Q 18664.34 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16574.69 Perpetual No 183.69 7-30 Days A-2-Q 16406.98 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26320.85 Perpetual Yes 202.36 31-90 Days A-3-Q 25534.78 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18402.87 Perpetual No 73.98 7-30 Days A-4-Q 18047.55 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2809.35 Perpetual Yes 91.51 7-30 Days A-5-Q 3020.29 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4599.07 Perpetual No 91.94 7-30 Days CB-1-Q 4299.11 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40012.35 Perpetual Yes 1301.99 7-30 Days CB-2-Q 37532.43 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6596.42 Perpetual No 115.62 <7 Days S-1-Q 6412.39 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33040.49 Perpetual Yes 163.38 31-90 Days S-2-Q 34492.10 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7812.26 Perpetual No 135.25 31-90 Days S-3-Q 7125.16 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15435.00 Perpetual No 565.29 31-90 Days S-4-Q 15609.14 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4049.65 Perpetual Yes 6.14 <7 Days CB-3-Q 4145.94 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41029.19 Perpetual Yes 654.68 31-90 Days G-1-Q 41330.55 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20811.61 Perpetual Yes 508.97 31-90 Days G-2-Q 19588.91 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32141.54 Perpetual Yes 625.61 31-90 Days G-3-Q 32716.78 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21876.54 Perpetual No 656.20 7-30 Days S-5-Q 19796.96 Yes T+2 Yes No Securities Finance