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 33791.94 Day 55 No 573.10 7-30 Days L-2 30737.17 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8788.37 Day 55 No 230.20 <7 Days L-3 9625.81 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23367.86 Day 55 No 819.56 31-90 Days L-4 21989.22 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39623.16 Day 55 Yes 850.01 <7 Days L-5 41919.32 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29441.17 Day 55 Yes 1458.23 7-30 Days L-6 27596.55 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1242.76 Day 55 No 34.28 7-30 Days L-7 1286.93 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29105.90 Day 55 No 489.87 <7 Days L-8 31065.61 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28925.19 Day 55 No 764.23 7-30 Days L-9 27982.88 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2360.21 Day 55 No 107.14 31-90 Days LC-1 2245.23 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7823.91 Day 55 Yes 71.14 <7 Days LC-2 7743.04 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14484.26 Day 55 No 140.98 31-90 Days N-1 15585.47 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30765.04 Day 55 Yes 274.83 <7 Days N-2 30436.97 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5979.47 Day 55 Yes 254.23 7-30 Days N-3 5637.06 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27446.06 Day 55 No 206.92 <7 Days N-4 24880.55 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35848.44 Day 55 No 414.69 31-90 Days N-5 34283.33 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17572.01 Day 55 Yes 174.88 7-30 Days N-6 17246.02 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2463.49 Day 55 No 31.65 <7 Days N-7 2414.92 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40464.49 Day 55 Yes 302.48 <7 Days P-1 37356.60 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20846.71 Day 55 No 585.90 31-90 Days P-2 21874.24 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3163.64 Day 55 No 123.29 7-30 Days S-8 3114.14 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1836.02 Day 55 No 73.10 7-30 Days Y-1 1652.93 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31572.55 Day 55 No 101.97 7-30 Days Y-2 28721.07 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7551.61 Day 55 No 311.71 31-90 Days Y-3 8237.27 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26665.28 Day 55 Yes 1200.29 7-30 Days Y-4 26407.74 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17827.37 Day 55 No 850.34 7-30 Days Z-1 17227.92 No T+1 No No Securities Finance