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 27913.29 Day 40 Yes 1226.69 7-30 Days S-1 25998.90 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23465.85 Day 40 No 432.80 31-90 Days S-2 24523.98 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28028.70 Day 40 No 711.04 31-90 Days S-3 26928.41 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28294.02 Day 40 Yes 636.13 7-30 Days S-4 27056.50 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43141.35 Day 40 Yes 1517.55 <7 Days S-5 47329.38 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9521.50 Day 40 No 456.54 <7 Days S-6 9832.71 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17447.44 Day 40 No 787.10 31-90 Days S-7 16209.63 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28149.57 Day 41 No 440.06 31-90 Days A-0-Q 27061.95 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27704.25 Day 41 Yes 1343.16 31-90 Days A-1-Q 29937.07 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11372.48 Day 41 Yes 406.19 <7 Days A-2-Q 11431.73 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16111.02 Day 41 Yes 386.27 7-30 Days A-3-Q 16408.81 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36460.77 Day 41 Yes 76.76 31-90 Days A-4-Q 39429.67 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12680.17 Day 41 No 85.04 31-90 Days A-5-Q 12230.09 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32559.60 Day 41 Yes 1067.82 7-30 Days CB-1-Q 32924.38 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34654.74 Day 41 No 30.73 31-90 Days CB-2-Q 32841.95 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1248.72 Day 41 Yes 61.06 31-90 Days S-1-Q 1143.08 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12329.44 Day 41 No 389.37 31-90 Days S-2-Q 13215.36 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6226.81 Day 41 No 293.56 7-30 Days S-3-Q 6215.00 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27481.00 Day 41 No 344.05 <7 Days S-4-Q 29992.37 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35612.93 Day 41 Yes 1682.59 31-90 Days CB-3-Q 36433.65 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25455.56 Day 41 Yes 835.64 7-30 Days G-1-Q 25154.61 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24888.19 Day 41 No 1149.14 7-30 Days G-2-Q 24874.39 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13999.18 Day 41 Yes 613.84 <7 Days G-3-Q 14847.91 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16437.72 Day 41 Yes 262.15 31-90 Days S-5-Q 17723.27 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25423.93 Day 41 Yes 772.71 31-90 Days S-6-Q 23369.40 No T+0 Yes No Funding