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 41363.16 Day 43 No 736.91 7-30 Days Y-3 41281.79 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25082.97 Day 43 Yes 1061.50 <7 Days Y-4 22880.06 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24580.90 Day 43 Yes 145.27 7-30 Days Z-1 22484.16 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23229.55 Day 43 No 254.45 7-30 Days A-2 22995.33 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23550.08 Day 43 No 375.80 7-30 Days A-3 21815.23 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16463.77 Day 43 Yes 87.54 <7 Days A-4 15896.84 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13578.14 Day 43 No 316.91 7-30 Days A-5 12987.29 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27394.04 Day 43 No 1354.28 7-30 Days CB-1 29269.05 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20447.43 Day 43 No 617.04 <7 Days CB-2 21150.38 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24137.65 Day 43 Yes 117.30 7-30 Days CB-3 26318.78 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8291.21 Day 43 No 127.99 <7 Days E-1 9026.41 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16437.06 Day 43 No 61.31 7-30 Days E-2 16848.41 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27500.67 Day 43 No 754.55 7-30 Days G-1 28977.55 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32809.36 Day 43 No 1127.73 <7 Days G-2 30278.99 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 872.34 Day 43 Yes 15.69 7-30 Days G-3 808.04 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29656.00 Day 43 No 243.98 7-30 Days IG-1 29622.64 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15202.69 Day 43 No 564.10 7-30 Days IG-2 14944.18 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33183.56 Day 43 No 1456.26 <7 Days S-1 35457.26 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37023.42 Day 43 No 720.06 <7 Days S-2 35180.37 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23417.19 Day 43 Yes 135.66 7-30 Days S-3 24416.95 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3777.81 Day 43 Yes 117.32 31-90 Days S-4 3935.71 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35277.49 Day 43 No 1643.34 7-30 Days S-5 35048.92 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37433.46 Day 43 Yes 730.36 <7 Days S-6 37532.12 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37237.03 Day 43 No 277.98 <7 Days S-7 36880.17 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20998.50 Day 44 Yes 187.18 <7 Days A-0-Q 19547.45 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance