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 14173.67 Day 2 No 162.59 <7 Days Y-2 14669.40 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4728.11 Day 2 Yes 120.86 7-30 Days Y-3 4612.32 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35397.55 Day 2 Yes 1168.86 7-30 Days Y-4 32012.53 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22877.57 Day 2 Yes 432.02 7-30 Days Z-1 24913.34 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34410.17 Day 2 No 1027.26 7-30 Days A-2 35803.01 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 202.72 Day 2 Yes 3.07 <7 Days A-3 214.00 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4771.56 Day 2 Yes 37.69 7-30 Days A-4 5168.47 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22137.09 Day 2 Yes 545.08 31-90 Days A-5 23384.15 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33918.67 Day 2 Yes 1424.90 7-30 Days CB-1 33460.45 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14356.79 Day 2 No 591.74 <7 Days CB-2 14407.14 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4985.07 Day 2 Yes 146.85 7-30 Days CB-3 5248.72 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41110.00 Day 2 No 1831.63 7-30 Days E-1 38453.25 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25163.66 Day 2 Yes 350.97 <7 Days E-2 23206.54 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5475.31 Day 2 Yes 172.61 31-90 Days G-1 5857.16 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9624.39 Day 2 No 416.36 31-90 Days G-2 9251.94 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23002.41 Day 2 Yes 457.09 7-30 Days G-3 23653.21 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 216.48 Day 2 Yes 2.14 7-30 Days IG-1 203.96 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5825.19 Day 2 No 74.25 31-90 Days IG-2 5982.54 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22406.35 Day 2 No 261.16 7-30 Days S-1 22492.47 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40294.51 Day 2 Yes 2003.46 31-90 Days S-2 40562.49 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39128.99 Day 2 No 1559.14 7-30 Days S-3 35647.19 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35113.63 Day 2 Yes 1711.78 31-90 Days S-4 36681.49 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23853.02 Day 2 No 121.46 <7 Days S-5 21976.35 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43149.03 Day 2 Yes 2080.90 7-30 Days S-6 40907.17 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39564.26 Day 2 No 1103.60 <7 Days S-7 41454.54 Yes T+0 Yes No Trading