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 Yes 43977.54 Day 24 Yes 579.62 31-90 Days CB-1-Q 39651.23 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19006.31 Day 24 No 690.45 31-90 Days CB-2-Q 18705.06 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 146.81 Day 24 No 7.28 <7 Days S-1-Q 161.46 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15025.73 Day 24 Yes 686.59 <7 Days S-2-Q 16006.17 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13725.21 Day 24 Yes 121.36 31-90 Days S-3-Q 13253.39 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11568.46 Day 24 No 271.02 7-30 Days S-4-Q 11210.47 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8034.32 Day 24 No 37.30 31-90 Days CB-3-Q 7495.27 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35704.16 Day 24 Yes 1312.23 7-30 Days G-1-Q 33939.43 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24445.68 Day 24 Yes 949.97 7-30 Days G-2-Q 22463.73 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1442.96 Day 24 No 18.83 <7 Days G-3-Q 1312.40 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21057.45 Day 24 Yes 149.84 <7 Days S-5-Q 18971.06 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28476.84 Day 24 No 1289.39 <7 Days S-6-Q 27373.77 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43966.52 Day 24 Yes 304.42 7-30 Days S-7-Q 47559.50 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25735.51 Day 24 No 515.64 7-30 Days E-1-Q 24232.34 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25600.40 Day 24 Yes 883.95 7-30 Days E-2-Q 26726.38 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6701.53 Day 24 No 55.20 7-30 Days IG-1-Q 6682.73 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34432.30 Day 24 Yes 1150.31 <7 Days IG-2-Q 33622.39 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21158.96 Day 24 No 478.06 31-90 Days C-1 19577.98 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33157.60 Day 24 No 174.63 7-30 Days CB-4 32616.25 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2988.09 Day 24 No 34.74 7-30 Days E-10 2872.57 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5640.65 Day 24 Yes 210.26 <7 Days E-3 5621.20 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16286.83 Day 24 Yes 653.86 <7 Days E-4 16263.34 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2909.28 Day 24 Yes 86.39 31-90 Days E-5 2685.23 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1102.99 Day 24 Yes 11.23 7-30 Days E-6 1119.18 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26675.79 Day 24 No 578.85 <7 Days E-7 27772.33 Yes T+2 Yes No Trading