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 27971.33 Day 9 No 535.01 7-30 Days L-10 27790.51 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20995.07 Day 9 No 320.05 <7 Days L-11 22408.38 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20490.08 Day 9 No 737.84 31-90 Days L-2 18925.04 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36609.15 Day 9 No 1467.69 <7 Days L-3 38890.09 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19980.22 Day 9 Yes 333.68 <7 Days L-4 20194.71 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5047.04 Day 9 Yes 116.65 31-90 Days L-5 4760.65 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41207.41 Day 9 No 1352.28 31-90 Days L-6 40025.19 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33620.17 Day 9 No 284.62 31-90 Days L-7 34855.99 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8204.68 Day 9 No 222.65 31-90 Days L-8 8261.62 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 529.38 Day 9 No 19.00 31-90 Days L-9 514.85 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19353.23 Day 9 No 587.13 31-90 Days LC-1 20729.56 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6355.18 Day 9 No 302.71 7-30 Days LC-2 6654.80 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21122.31 Day 9 Yes 573.18 31-90 Days N-1 20322.38 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10164.15 Day 9 No 30.74 7-30 Days N-2 10828.38 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5615.16 Day 9 Yes 240.54 31-90 Days N-3 5886.17 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27259.15 Day 9 No 1038.01 31-90 Days N-4 29443.22 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25998.41 Day 9 No 730.89 31-90 Days N-5 23727.06 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23169.67 Day 9 No 302.84 <7 Days N-6 21284.97 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12327.85 Day 9 No 267.22 <7 Days N-7 11862.15 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19380.13 Day 9 No 684.43 7-30 Days P-1 21168.17 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9971.50 Day 9 No 491.78 31-90 Days P-2 9616.07 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5068.83 Day 9 Yes 164.45 7-30 Days S-8 4999.80 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13147.04 Day 9 Yes 456.14 <7 Days Y-1 13025.46 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41411.09 Day 9 No 686.13 <7 Days Y-2 44162.69 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39317.91 Day 9 Yes 1112.50 31-90 Days Y-3 41559.87 No T+0 No No Trading