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 20238.07 Day 50 Yes 884.09 31-90 Days S-6-Q 20162.97 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20824.54 Day 50 No 374.61 7-30 Days S-7-Q 18754.99 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12356.97 Day 50 No 212.65 7-30 Days E-1-Q 13435.45 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38164.23 Day 50 Yes 1299.54 <7 Days E-2-Q 35579.93 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12018.79 Day 50 No 458.96 7-30 Days IG-1-Q 12394.22 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5150.22 Day 50 Yes 252.12 <7 Days IG-2-Q 5272.29 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39780.10 Day 50 No 1535.99 31-90 Days C-1 43156.35 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32562.59 Day 50 Yes 946.76 31-90 Days CB-4 30076.85 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43524.12 Day 50 Yes 1411.18 <7 Days E-10 39248.05 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18345.89 Day 50 No 653.08 31-90 Days E-3 19024.77 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36396.90 Day 50 No 590.99 7-30 Days E-4 35942.66 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27663.52 Day 50 Yes 290.75 7-30 Days E-5 27883.67 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23364.18 Day 50 Yes 458.26 <7 Days E-6 21666.21 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9955.92 Day 50 Yes 7.42 7-30 Days E-7 9062.47 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30626.55 Day 50 Yes 1146.98 <7 Days E-8 31140.90 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17144.22 Day 50 Yes 288.67 <7 Days E-9 18470.86 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15006.71 Day 50 Yes 194.23 7-30 Days G-4 14185.83 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43916.70 Day 50 Yes 249.65 <7 Days IG-3 46462.45 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38153.29 Day 50 No 482.50 <7 Days IG-4 34454.99 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4810.39 Day 50 Yes 98.13 31-90 Days IG-5 4586.15 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38203.54 Day 50 Yes 1850.62 7-30 Days IG-6 40715.78 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18582.51 Day 50 No 563.05 7-30 Days IG-7 17869.92 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32426.42 Day 50 No 1117.85 <7 Days IG-8 33675.66 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31157.69 Day 50 Yes 900.77 31-90 Days L-1 33530.92 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25641.00 Day 50 No 843.85 <7 Days L-10 23479.51 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading