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 22818.41 121 - 150 Days Yes 993.33 31-90 Days S-7-Q 22509.84 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31224.41 121 - 150 Days Yes 506.36 7-30 Days E-1-Q 34106.43 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1676.88 121 - 150 Days No 73.10 7-30 Days E-2-Q 1754.92 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31676.76 121 - 150 Days Yes 1010.72 7-30 Days IG-1-Q 33741.88 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7723.10 121 - 150 Days No 104.86 7-30 Days IG-2-Q 7102.52 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5172.91 121 - 150 Days Yes 157.67 <7 Days C-1 5355.18 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15004.41 121 - 150 Days Yes 347.86 <7 Days CB-4 15169.13 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32211.70 121 - 150 Days No 33.24 7-30 Days E-10 34688.76 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26464.61 121 - 150 Days No 30.32 31-90 Days E-3 24791.11 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16810.68 121 - 150 Days No 109.90 31-90 Days E-4 16023.97 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13480.77 121 - 150 Days No 196.39 <7 Days E-5 13637.34 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39666.89 121 - 150 Days Yes 1654.60 <7 Days E-6 41597.60 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24954.84 121 - 150 Days No 318.64 <7 Days E-7 24104.97 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11916.89 121 - 150 Days No 381.94 31-90 Days E-8 12750.93 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21063.12 121 - 150 Days Yes 51.56 <7 Days E-9 21805.66 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35013.46 121 - 150 Days No 9.08 31-90 Days G-4 38456.03 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32273.99 121 - 150 Days Yes 598.55 7-30 Days IG-3 33676.59 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9857.39 121 - 150 Days No 128.75 31-90 Days IG-4 10689.40 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18715.44 121 - 150 Days No 352.69 7-30 Days IG-5 20499.99 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20373.48 121 - 150 Days No 715.47 7-30 Days IG-6 20625.74 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17792.21 121 - 150 Days No 825.78 7-30 Days IG-7 17562.46 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10449.40 121 - 150 Days No 142.68 7-30 Days IG-8 9503.12 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35431.32 121 - 150 Days Yes 449.31 <7 Days L-1 34132.11 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19488.14 121 - 150 Days Yes 55.80 <7 Days L-10 20416.52 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35856.43 121 - 150 Days Yes 1348.47 <7 Days L-11 32792.50 No T+0 No Yes Liberty International Finance Ltd. Trading