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 12574.14 Day 60 Yes 106.72 31-90 Days A-2-Q 12634.70 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30894.51 Day 60 No 466.97 <7 Days A-3-Q 31385.58 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20400.41 Day 60 No 181.21 31-90 Days A-4-Q 20816.27 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30097.13 Day 60 No 835.97 <7 Days A-5-Q 31898.85 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32554.68 Day 60 Yes 809.85 <7 Days CB-1-Q 35334.45 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26721.84 Day 60 No 675.18 31-90 Days CB-2-Q 24457.68 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41455.87 Day 60 Yes 470.56 7-30 Days S-1-Q 42903.25 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41406.80 Day 60 No 1577.37 <7 Days S-2-Q 45281.79 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10925.70 Day 60 Yes 267.97 7-30 Days S-3-Q 10831.24 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21408.02 Day 60 No 724.50 31-90 Days S-4-Q 20843.44 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43476.68 Day 60 No 856.46 7-30 Days CB-3-Q 47672.45 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9780.97 Day 60 Yes 45.03 7-30 Days G-1-Q 10454.62 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10781.04 Day 60 Yes 315.33 <7 Days G-2-Q 10135.73 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35738.22 Day 60 No 1154.14 7-30 Days G-3-Q 34264.80 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27395.44 Day 60 No 526.62 7-30 Days S-5-Q 28705.13 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28002.47 Day 60 No 624.07 <7 Days S-6-Q 30777.10 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40031.66 Day 60 Yes 1428.99 31-90 Days S-7-Q 39250.29 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33919.99 Day 60 Yes 1591.44 7-30 Days E-1-Q 32375.32 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36967.92 Day 60 No 735.94 31-90 Days E-2-Q 34451.61 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25019.44 Day 60 No 1016.60 31-90 Days IG-1-Q 22832.01 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15022.78 Day 60 Yes 171.80 <7 Days IG-2-Q 13591.26 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36722.05 Day 60 No 407.89 7-30 Days C-1 35124.17 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38046.92 Day 60 No 1257.28 7-30 Days CB-4 35382.02 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39936.66 Day 60 Yes 1788.05 <7 Days E-10 38872.21 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3205.71 Day 60 No 60.37 31-90 Days E-3 3229.13 Yes T+0 No No Securities Finance