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 26443.53 Day 9 No 544.00 7-30 Days S-5-Q 28952.01 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15558.78 Day 9 Yes 204.23 7-30 Days S-6-Q 16411.84 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10807.71 Day 9 Yes 294.25 7-30 Days S-7-Q 10781.57 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3165.67 Day 9 No 79.97 31-90 Days E-1-Q 3190.44 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6654.00 Day 9 No 229.18 7-30 Days E-2-Q 6418.56 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6790.00 Day 9 No 250.53 31-90 Days IG-1-Q 6195.85 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9726.01 Day 9 Yes 17.12 <7 Days IG-2-Q 10497.11 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26973.53 Day 9 Yes 944.32 7-30 Days C-1 25255.01 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11178.97 Day 9 No 390.91 7-30 Days CB-4 10465.86 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2179.24 Day 9 No 105.09 7-30 Days E-10 2079.72 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37428.32 Day 9 Yes 1254.02 31-90 Days E-3 36090.32 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10257.18 Day 9 Yes 239.71 7-30 Days E-4 9880.90 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30566.43 Day 9 Yes 1165.10 <7 Days E-5 32649.43 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35421.50 Day 9 No 867.16 31-90 Days E-6 34687.61 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38832.41 Day 9 No 962.57 7-30 Days E-7 41507.48 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8710.59 Day 9 No 261.39 7-30 Days E-8 9321.76 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29718.84 Day 9 Yes 1272.25 31-90 Days E-9 31950.72 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19781.83 Day 9 No 736.85 31-90 Days G-4 19059.41 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29038.97 Day 9 Yes 966.85 7-30 Days IG-3 26339.73 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25176.65 Day 9 Yes 956.33 7-30 Days IG-4 25094.87 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33077.78 Day 9 Yes 902.90 7-30 Days IG-5 33085.73 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37234.05 Day 9 No 386.59 7-30 Days IG-6 40407.18 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8668.29 Day 9 No 57.69 7-30 Days IG-7 8870.75 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9190.11 Day 9 Yes 180.55 7-30 Days IG-8 9917.91 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16514.71 Day 9 Yes 600.27 31-90 Days L-1 17486.77 Yes T+2 Yes No Trading