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 12112.62 Day 3 Yes 80.53 31-90 Days E-1 13026.53 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21710.84 Day 3 Yes 413.65 <7 Days E-2 23867.53 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3948.95 Day 3 Yes 169.76 7-30 Days G-1 4224.51 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10443.16 Day 3 No 257.81 7-30 Days G-2 10992.62 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35801.00 Day 3 Yes 1255.69 <7 Days G-3 38235.78 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22546.59 Day 3 Yes 547.51 7-30 Days IG-1 22077.00 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12252.15 Day 3 Yes 394.91 7-30 Days IG-2 11964.83 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11791.24 Day 3 Yes 0.45 7-30 Days S-1 12955.48 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17906.87 Day 3 Yes 134.22 <7 Days S-2 17436.49 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8738.75 Day 3 No 373.47 <7 Days S-3 8195.08 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5765.19 Day 3 No 187.95 31-90 Days S-4 5964.41 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24151.04 Day 3 No 556.66 <7 Days S-5 25451.44 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8617.57 Day 3 No 361.77 7-30 Days S-6 8451.37 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15031.21 Day 3 No 278.12 31-90 Days S-7 15950.71 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1678.47 Day 4 No 78.82 31-90 Days A-0-Q 1632.77 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8032.01 Day 4 Yes 256.14 7-30 Days A-1-Q 7260.54 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31194.06 Day 4 No 68.55 7-30 Days A-2-Q 31640.52 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4561.00 Day 4 No 167.89 <7 Days A-3-Q 4685.98 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24478.33 Day 4 No 585.36 <7 Days A-4-Q 24327.49 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 104.23 Day 4 No 5.03 31-90 Days A-5-Q 108.19 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43305.06 Day 4 No 1208.32 7-30 Days CB-1-Q 41944.68 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13576.04 Day 4 No 300.33 7-30 Days CB-2-Q 12797.20 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16632.22 Day 4 No 258.28 7-30 Days S-1-Q 17806.36 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1603.51 Day 4 No 77.30 7-30 Days S-2-Q 1489.42 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14608.16 Day 4 Yes 702.11 31-90 Days S-3-Q 15894.69 No T+1 No No Trading