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 13630.76 Day 24 Yes 524.08 31-90 Days N-4 13277.45 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9602.48 Day 24 Yes 312.79 7-30 Days N-5 9797.60 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1707.98 Day 24 Yes 78.80 <7 Days N-6 1673.66 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14016.99 Day 24 Yes 489.54 31-90 Days N-7 13201.52 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14282.69 Day 24 Yes 398.46 <7 Days P-1 14807.45 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14672.98 Day 24 Yes 203.60 7-30 Days P-2 15827.42 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7884.43 Day 24 Yes 318.88 <7 Days S-8 8018.98 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23090.33 Day 24 Yes 725.08 7-30 Days Y-1 24771.58 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41248.51 Day 24 Yes 456.77 31-90 Days Y-2 42531.91 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36274.78 Day 24 Yes 1043.60 <7 Days Y-3 38353.54 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36390.85 Day 24 Yes 366.86 31-90 Days Y-4 36587.03 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17075.21 Day 24 Yes 474.78 <7 Days Z-1 18234.98 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18229.02 Day 24 No 446.33 7-30 Days A-2 19996.39 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5852.29 Day 24 No 145.87 7-30 Days A-3 5752.14 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23501.84 Day 24 Yes 535.96 <7 Days A-4 25106.96 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44004.36 Day 24 Yes 1257.19 <7 Days A-5 43356.71 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23196.35 Day 24 No 883.57 <7 Days CB-1 24009.68 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33031.26 Day 24 Yes 1163.12 31-90 Days CB-2 34109.81 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11224.06 Day 24 No 233.31 31-90 Days CB-3 10119.22 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30398.35 Day 24 No 335.89 31-90 Days E-1 28644.02 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6246.76 Day 24 Yes 126.14 31-90 Days E-2 6525.95 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4844.85 Day 24 No 85.71 31-90 Days G-1 5278.28 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34435.67 Day 24 Yes 891.75 7-30 Days G-2 33952.11 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35740.47 Day 24 Yes 845.22 <7 Days G-3 37226.58 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3713.63 Day 24 Yes 169.38 7-30 Days IG-1 3729.70 No T+2 No Yes Liberty Wealth Management LLC Securities Finance