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 6099.89 Day 56 Yes 266.53 <7 Days N-6 6302.39 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5437.81 Day 56 Yes 32.30 <7 Days N-7 5332.94 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42247.05 Day 56 No 56.03 31-90 Days P-1 38505.04 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26365.01 Day 56 Yes 294.93 <7 Days P-2 27312.42 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4725.14 Day 56 No 133.67 7-30 Days S-8 4788.51 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8035.88 Day 56 No 365.62 <7 Days Y-1 8524.13 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39038.77 Day 56 Yes 516.15 7-30 Days Y-2 42579.50 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30582.60 Day 56 No 795.16 <7 Days Y-3 29410.12 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17772.46 Day 56 Yes 142.93 7-30 Days Y-4 16134.21 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11190.82 Day 56 Yes 422.11 7-30 Days Z-1 10945.53 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44082.62 Day 56 No 807.11 31-90 Days A-2 47710.03 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3506.24 Day 56 No 4.03 7-30 Days A-3 3802.11 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28169.42 Day 56 Yes 990.34 31-90 Days A-4 27650.26 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22540.87 Day 56 No 400.07 7-30 Days A-5 24533.57 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20533.01 Day 56 Yes 644.43 <7 Days CB-1 19062.74 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19204.71 Day 56 Yes 394.56 7-30 Days CB-2 20477.39 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22178.40 Day 56 No 356.02 7-30 Days CB-3 23896.09 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30629.78 Day 56 Yes 544.62 <7 Days E-1 28420.50 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30843.90 Day 56 Yes 1360.84 <7 Days E-2 31340.01 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5897.24 Day 56 Yes 184.78 7-30 Days G-1 5614.68 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31554.16 Day 56 Yes 1235.72 <7 Days G-2 33910.80 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23914.55 Day 56 Yes 1026.48 31-90 Days G-3 23611.65 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20970.81 Day 56 No 80.15 7-30 Days IG-1 19204.01 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10046.57 Day 56 No 403.00 7-30 Days IG-2 10444.66 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38429.90 Day 56 Yes 1368.59 31-90 Days S-1 39206.55 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury