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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5555.63 Day 35 No 234.83 <7 Days CB-2 5775.97 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28630.25 Day 35 Yes 683.24 7-30 Days CB-3 29322.77 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29607.27 Day 35 Yes 1.58 <7 Days E-1 26752.95 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12356.15 Day 35 Yes 151.66 7-30 Days E-2 11455.97 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17970.23 Day 35 No 443.60 7-30 Days G-1 19643.40 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38569.31 Day 35 No 1374.36 31-90 Days G-2 38005.04 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6477.52 Day 35 No 140.02 31-90 Days G-3 5877.73 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20578.35 Day 35 No 400.99 7-30 Days IG-1 18820.97 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40525.91 Day 35 Yes 26.45 31-90 Days IG-2 37924.39 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31028.45 Day 35 No 344.57 7-30 Days S-1 33769.36 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32158.37 Day 35 No 374.13 <7 Days S-2 31528.31 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13723.52 Day 35 Yes 117.24 7-30 Days S-3 12922.18 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43712.57 Day 35 No 351.02 <7 Days S-4 41806.94 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 168.85 Day 35 Yes 0.56 7-30 Days S-5 152.15 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28523.21 Day 35 Yes 55.84 7-30 Days S-6 29298.61 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12160.32 Day 35 Yes 269.09 7-30 Days S-7 12147.41 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22494.61 Day 36 No 840.30 <7 Days A-0-Q 21728.51 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5587.13 Day 36 Yes 90.49 31-90 Days A-1-Q 5308.61 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22943.69 Day 36 Yes 679.59 <7 Days A-2-Q 22253.74 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38868.41 Day 36 No 1796.16 <7 Days A-3-Q 39039.71 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4378.04 Day 36 No 158.67 <7 Days A-4-Q 4614.16 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20167.06 Day 36 Yes 951.50 <7 Days A-5-Q 20287.79 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18282.44 Day 36 No 473.61 <7 Days CB-1-Q 19269.80 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21930.66 Day 36 Yes 1035.75 31-90 Days CB-2-Q 20141.53 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8767.18 Day 36 No 309.62 <7 Days S-1-Q 7923.81 No T+0 Yes No Funding