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 31936.80 Day 47 Yes 782.49 31-90 Days S-2-Q 30093.25 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31590.89 Day 47 No 613.95 7-30 Days S-3-Q 32074.20 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42584.48 Day 47 No 1062.23 31-90 Days S-4-Q 39257.08 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6928.51 Day 47 Yes 126.27 <7 Days CB-3-Q 7245.67 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39909.36 Day 47 No 246.86 31-90 Days G-1-Q 36818.31 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21518.64 Day 47 No 673.17 7-30 Days G-2-Q 22281.95 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40628.35 Day 47 No 755.70 31-90 Days G-3-Q 43606.26 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17031.10 Day 47 Yes 114.27 31-90 Days S-5-Q 17360.95 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35861.07 Day 47 No 219.43 31-90 Days S-6-Q 33909.84 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5273.70 Day 47 No 117.46 <7 Days S-7-Q 5531.14 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8583.87 Day 47 Yes 144.56 <7 Days E-1-Q 9348.58 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42319.06 Day 47 Yes 1005.77 7-30 Days E-2-Q 46146.12 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13818.40 Day 47 No 88.47 31-90 Days IG-1-Q 13925.56 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1587.57 Day 47 No 44.19 <7 Days IG-2-Q 1530.62 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18027.17 Day 47 Yes 259.11 <7 Days C-1 18997.56 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42426.50 Day 47 No 1888.98 31-90 Days CB-4 39820.38 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30107.13 Day 47 No 1012.04 31-90 Days E-10 32355.77 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19031.87 Day 47 No 223.94 7-30 Days E-3 19693.03 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23531.28 Day 47 Yes 431.45 7-30 Days E-4 23007.01 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26892.18 Day 47 No 692.79 7-30 Days E-5 26037.85 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20303.59 Day 47 No 765.39 7-30 Days E-6 19593.06 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39171.94 Day 47 Yes 1499.84 <7 Days E-7 40332.56 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7395.17 Day 47 No 220.97 7-30 Days E-8 8110.46 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33822.22 Day 47 Yes 384.02 31-90 Days E-9 32255.79 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40811.36 Day 47 No 1152.50 31-90 Days G-4 42535.04 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury