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 5163.86 Day 16 No 127.49 <7 Days A-2 5035.50 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2314.95 Day 16 No 104.76 31-90 Days A-3 2216.05 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41881.82 Day 16 Yes 1371.37 <7 Days A-4 40304.65 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37225.04 Day 16 Yes 1332.62 <7 Days A-5 35596.15 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23626.30 Day 16 No 865.35 7-30 Days CB-1 22705.91 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18289.16 Day 16 Yes 397.28 <7 Days CB-2 17134.14 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5131.89 Day 16 Yes 83.66 7-30 Days CB-3 5271.07 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36623.85 Day 16 Yes 484.23 7-30 Days E-1 38610.34 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14708.63 Day 16 No 356.13 7-30 Days E-2 13761.28 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43792.74 Day 16 No 1061.80 <7 Days G-1 41630.54 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25402.31 Day 16 No 1253.71 7-30 Days G-2 25986.53 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26135.92 Day 16 Yes 258.79 <7 Days G-3 25448.61 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22475.60 Day 16 Yes 468.09 7-30 Days IG-1 22502.01 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34159.94 Day 16 Yes 112.72 <7 Days IG-2 36791.47 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12067.78 Day 16 Yes 155.22 7-30 Days S-1 12254.47 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1830.67 Day 16 Yes 81.75 31-90 Days S-2 1821.62 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34194.43 Day 16 No 704.28 31-90 Days S-3 35685.19 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40934.71 Day 16 No 717.53 <7 Days S-4 40642.80 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5982.41 Day 16 Yes 87.52 7-30 Days S-5 6115.10 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6339.80 Day 16 Yes 163.80 31-90 Days S-6 6103.33 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15244.99 Day 16 Yes 5.02 7-30 Days S-7 15303.61 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3729.54 Day 17 No 89.60 <7 Days A-0-Q 3907.92 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13689.21 Day 17 Yes 653.56 <7 Days A-1-Q 12688.50 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27084.78 Day 17 No 55.72 <7 Days A-2-Q 25149.46 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20783.60 Day 17 No 194.16 31-90 Days A-3-Q 20634.96 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading