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 39399.42 Day 5 Yes 875.71 31-90 Days IG-2-Q 43121.57 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11687.26 Day 5 Yes 491.17 7-30 Days C-1 12351.48 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 471.34 Day 5 No 18.25 31-90 Days CB-4 510.34 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31005.50 Day 5 Yes 369.04 31-90 Days E-10 33275.21 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26723.92 Day 5 No 1214.51 31-90 Days E-3 26329.08 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26461.38 Day 5 No 489.26 31-90 Days E-4 26819.26 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29836.90 Day 5 No 1276.33 31-90 Days E-5 32424.28 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21948.44 Day 5 Yes 212.62 <7 Days E-6 22794.20 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21927.14 Day 5 Yes 386.67 7-30 Days E-7 22778.56 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5971.00 Day 5 Yes 252.53 31-90 Days E-8 5589.11 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32124.81 Day 5 Yes 1476.93 7-30 Days E-9 33826.65 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39463.90 Day 5 No 1936.96 31-90 Days G-4 43356.45 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37669.24 Day 5 No 740.23 <7 Days IG-3 38200.54 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33064.77 Day 5 Yes 414.42 <7 Days IG-4 35180.18 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22590.83 Day 5 No 1103.26 <7 Days IG-5 22217.95 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41458.33 Day 5 Yes 823.84 7-30 Days IG-6 43332.69 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33379.59 Day 5 Yes 1622.63 31-90 Days IG-7 36319.89 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27506.72 Day 5 No 75.25 <7 Days IG-8 28113.24 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35198.40 Day 5 Yes 258.93 <7 Days L-1 38318.89 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25436.56 Day 5 Yes 87.17 <7 Days L-10 22901.33 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43247.90 Day 5 Yes 1348.23 7-30 Days L-11 39156.77 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1937.02 Day 5 No 55.11 31-90 Days L-2 1913.00 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6065.64 Day 5 No 237.03 31-90 Days L-3 6328.40 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30269.18 Day 5 No 1260.15 7-30 Days L-4 33084.74 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27901.63 Day 5 No 411.50 31-90 Days L-5 27472.07 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance