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 14762.32 Day 26 Yes 347.55 <7 Days E-5 14458.56 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17289.94 Day 26 No 369.44 7-30 Days E-6 17956.10 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12796.09 Day 26 Yes 409.61 31-90 Days E-7 13738.67 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42626.18 Day 26 Yes 1772.69 <7 Days E-8 42392.99 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38386.20 Day 26 No 1470.65 31-90 Days E-9 34714.91 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31779.59 Day 26 No 374.33 7-30 Days G-4 33067.71 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 566.49 Day 26 No 28.17 <7 Days IG-3 593.46 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27281.00 Day 26 No 406.53 <7 Days IG-4 26348.21 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31770.73 Day 26 No 626.56 <7 Days IG-5 32984.47 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38683.14 Day 26 No 1260.10 31-90 Days IG-6 41411.23 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5723.97 Day 26 Yes 278.88 <7 Days IG-7 6218.48 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20428.82 Day 26 No 192.84 <7 Days IG-8 18757.19 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2816.90 Day 26 Yes 121.84 31-90 Days L-1 3013.52 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37663.97 Day 26 Yes 284.78 <7 Days L-10 35662.19 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37731.07 Day 26 No 1028.13 31-90 Days L-11 39318.62 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40456.32 Day 26 Yes 232.87 31-90 Days L-2 42530.50 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3431.22 Day 26 Yes 0.28 7-30 Days L-3 3358.51 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38779.83 Day 26 Yes 1446.54 7-30 Days L-4 40286.00 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30064.71 Day 26 No 89.38 <7 Days L-5 31108.34 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38288.96 Day 26 Yes 522.66 31-90 Days L-6 35859.28 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18250.15 Day 26 Yes 565.13 <7 Days L-7 17038.15 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33941.91 Day 26 No 310.68 <7 Days L-8 34431.36 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10125.30 Day 26 Yes 5.93 <7 Days L-9 10163.55 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28976.35 Day 26 No 1438.95 7-30 Days LC-1 27681.31 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7226.06 Day 26 Yes 60.69 31-90 Days LC-2 6694.94 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury