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 34762.25 Day 1 Yes 961.91 <7 Days G-2 31314.78 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27404.84 Day 1 Yes 653.42 7-30 Days G-3 30035.04 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12822.20 Day 1 Yes 245.94 <7 Days IG-1 13756.65 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42761.44 Day 1 No 1030.77 7-30 Days IG-2 45022.22 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33199.24 Day 1 Yes 773.91 7-30 Days S-1 30401.04 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 200.89 Day 1 Yes 7.32 31-90 Days S-2 198.11 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24557.59 Day 1 No 296.51 <7 Days S-3 22990.54 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33876.27 Day 1 No 939.20 31-90 Days S-4 31189.00 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13445.84 Day 1 Yes 581.59 31-90 Days S-5 14355.85 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19288.64 Day 1 No 46.80 7-30 Days S-6 20088.69 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20265.13 Day 1 No 665.16 31-90 Days S-7 18912.95 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38236.23 Day 2 No 907.91 31-90 Days A-0-Q 35879.06 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25657.70 Day 2 Yes 136.69 31-90 Days A-1-Q 26374.62 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5320.66 Day 2 Yes 201.77 31-90 Days A-2-Q 5289.30 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36267.88 Day 2 Yes 1566.88 7-30 Days A-3-Q 38393.89 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19663.92 Day 2 Yes 222.02 31-90 Days A-4-Q 20636.48 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1795.79 Day 2 No 65.55 7-30 Days A-5-Q 1779.41 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28196.16 Day 2 Yes 1334.60 <7 Days CB-1-Q 29026.64 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42167.55 Day 2 Yes 892.42 31-90 Days CB-2-Q 38233.82 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21491.25 Day 2 No 1038.39 <7 Days S-1-Q 23312.81 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19623.63 Day 2 No 363.98 7-30 Days S-2-Q 19931.34 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13134.44 Day 2 No 541.39 7-30 Days S-3-Q 13006.52 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12680.07 Day 2 No 237.50 31-90 Days S-4-Q 11766.05 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1291.38 Day 2 No 38.40 31-90 Days CB-3-Q 1382.35 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27882.58 Day 2 No 336.25 <7 Days G-1-Q 29662.39 Yes T+0 Yes No Trading