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 38249.48 Day 38 Yes 1370.92 <7 Days IG-4 38199.97 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10152.58 Day 38 No 470.45 <7 Days IG-5 9714.83 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7200.47 Day 38 No 357.12 7-30 Days IG-6 7285.14 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20239.85 Day 38 No 115.00 7-30 Days IG-7 19382.07 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43693.26 Day 38 No 133.67 <7 Days IG-8 41001.12 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19611.07 Day 38 No 806.78 31-90 Days L-1 19237.24 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6115.52 Day 38 Yes 215.57 7-30 Days L-10 5731.06 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21964.45 Day 38 Yes 753.25 31-90 Days L-11 21418.66 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8825.68 Day 38 Yes 291.62 <7 Days L-2 9502.68 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33223.80 Day 38 No 1260.77 31-90 Days L-3 30559.19 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9715.73 Day 38 Yes 58.78 31-90 Days L-4 10545.46 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17667.01 Day 38 Yes 359.69 31-90 Days L-5 17390.60 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22868.15 Day 38 No 762.72 7-30 Days L-6 22682.01 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37575.59 Day 38 Yes 445.45 31-90 Days L-7 38979.95 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32279.19 Day 38 Yes 907.82 31-90 Days L-8 33244.89 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9082.80 Day 38 No 55.62 7-30 Days L-9 8704.87 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15874.21 Day 38 No 445.33 7-30 Days LC-1 14440.58 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24874.75 Day 38 No 439.74 31-90 Days LC-2 26363.63 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9513.14 Day 38 Yes 313.49 <7 Days N-1 9976.71 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22152.43 Day 38 No 108.88 <7 Days N-2 22220.88 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31469.15 Day 38 Yes 1337.11 7-30 Days N-3 32165.91 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34565.96 Day 38 Yes 649.74 31-90 Days N-4 37236.17 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1126.23 Day 38 Yes 40.42 <7 Days N-5 1223.95 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6929.20 Day 38 No 232.01 7-30 Days N-6 6795.80 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4338.01 Day 38 No 9.87 <7 Days N-7 3958.62 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance