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 43984.67 Day 55 No 1931.99 <7 Days IG-2-Q 46169.40 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1798.96 Day 55 No 37.68 31-90 Days C-1 1625.39 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20583.82 Day 55 No 17.86 31-90 Days CB-4 21393.96 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17969.31 Day 55 No 106.25 <7 Days E-10 19038.00 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6145.53 Day 55 Yes 109.98 31-90 Days E-3 6592.32 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12772.24 Day 55 Yes 357.16 31-90 Days E-4 12243.22 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23846.69 Day 55 Yes 520.12 7-30 Days E-5 24182.45 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10771.72 Day 55 No 234.03 31-90 Days E-6 11714.13 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27270.86 Day 55 No 1342.65 31-90 Days E-7 29290.22 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32759.72 Day 55 No 17.49 31-90 Days E-8 35157.84 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32786.81 Day 55 Yes 1501.07 7-30 Days E-9 33650.28 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16655.53 Day 55 Yes 544.63 7-30 Days G-4 16778.33 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40517.02 Day 55 No 737.13 31-90 Days IG-3 41454.06 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37508.36 Day 55 Yes 3.48 <7 Days IG-4 37172.56 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21808.18 Day 55 No 816.62 31-90 Days IG-5 21540.08 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13056.98 Day 55 Yes 8.23 7-30 Days IG-6 12808.01 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39219.30 Day 55 No 501.32 <7 Days IG-7 37288.55 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26877.01 Day 55 No 290.77 7-30 Days IG-8 28925.91 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22378.52 Day 55 Yes 924.47 <7 Days L-1 20324.40 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40709.47 Day 55 Yes 1253.72 7-30 Days L-10 43584.11 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20564.82 Day 55 Yes 494.49 <7 Days L-11 21292.52 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11757.45 Day 55 No 125.74 7-30 Days L-2 11564.21 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3517.60 Day 55 Yes 18.60 <7 Days L-3 3434.56 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6736.44 Day 55 Yes 18.25 <7 Days L-4 6352.68 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24904.01 Day 55 Yes 875.72 7-30 Days L-5 22644.39 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading