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 1775.36 Day 11 No 0.10 7-30 Days G-1-Q 1883.88 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10993.08 Day 11 No 358.94 31-90 Days G-2-Q 10220.63 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40133.21 Day 11 No 922.84 <7 Days G-3-Q 40766.23 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27769.46 Day 11 No 1104.54 <7 Days S-5-Q 29466.92 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4265.48 Day 11 No 143.92 <7 Days S-6-Q 4053.43 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31884.75 Day 11 No 714.70 7-30 Days S-7-Q 31152.33 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23759.01 Day 11 No 652.69 7-30 Days E-1-Q 22521.33 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17842.27 Day 11 No 606.64 31-90 Days E-2-Q 18762.12 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4717.56 Day 11 Yes 116.70 31-90 Days IG-1-Q 5005.96 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1265.17 Day 11 No 20.45 7-30 Days IG-2-Q 1321.96 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34701.34 Day 11 No 63.12 <7 Days C-1 31924.71 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39240.34 Day 11 No 741.31 31-90 Days CB-4 41249.58 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38145.13 Day 11 Yes 824.86 <7 Days E-10 39143.78 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35151.20 Day 11 No 127.85 <7 Days E-3 36598.94 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17349.64 Day 11 Yes 424.93 7-30 Days E-4 18086.56 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2839.26 Day 11 Yes 115.06 <7 Days E-5 2609.69 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40717.74 Day 11 Yes 1978.74 <7 Days E-6 39655.07 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29773.09 Day 11 No 482.47 7-30 Days E-7 32561.32 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30864.73 Day 11 Yes 1256.21 7-30 Days E-8 29132.53 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38402.31 Day 11 Yes 44.56 7-30 Days E-9 34822.70 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41175.44 Day 11 No 1390.80 7-30 Days G-4 37541.65 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15843.77 Day 11 Yes 671.89 7-30 Days IG-3 16479.36 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12667.56 Day 11 Yes 376.64 31-90 Days IG-4 12264.97 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36255.21 Day 11 Yes 1441.32 7-30 Days IG-5 37434.95 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41824.55 Day 11 No 533.32 7-30 Days IG-6 39360.22 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading