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 31016.10 Day 10 Yes 670.59 7-30 Days G-1 33613.03 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19327.73 Day 10 Yes 796.54 <7 Days G-2 19936.91 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39462.22 Day 10 Yes 874.51 31-90 Days G-3 37191.93 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23549.14 Day 10 Yes 131.81 7-30 Days IG-1 23630.09 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12201.67 Day 10 No 328.35 7-30 Days IG-2 13259.25 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22812.63 Day 10 No 71.53 <7 Days S-1 22560.22 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14265.31 Day 10 No 266.75 7-30 Days S-2 13791.83 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25218.23 Day 10 Yes 856.60 <7 Days S-3 25270.11 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12636.55 Day 10 Yes 570.91 31-90 Days S-4 13805.77 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10028.55 Day 10 Yes 298.32 31-90 Days S-5 9252.35 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5493.45 Day 10 Yes 244.73 7-30 Days S-6 4988.81 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15878.09 Day 10 Yes 355.54 7-30 Days S-7 16092.99 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35489.13 Day 11 No 1634.32 7-30 Days A-0-Q 38424.00 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5017.08 Day 11 No 93.58 7-30 Days A-1-Q 4522.31 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20093.00 Day 11 Yes 911.81 <7 Days A-2-Q 20085.43 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41163.17 Day 11 No 310.28 31-90 Days A-3-Q 42187.41 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23993.99 Day 11 Yes 438.52 <7 Days A-4-Q 21669.74 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2762.58 Day 11 No 123.00 31-90 Days A-5-Q 2857.83 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8114.81 Day 11 Yes 64.90 <7 Days CB-1-Q 8100.68 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14604.23 Day 11 No 557.97 <7 Days CB-2-Q 14469.69 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14812.50 Day 11 Yes 359.65 31-90 Days S-1-Q 15319.21 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 260.01 Day 11 Yes 2.57 7-30 Days S-2-Q 234.50 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10763.41 Day 11 Yes 434.15 <7 Days S-3-Q 11159.70 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11129.80 Day 11 Yes 144.19 7-30 Days S-4-Q 11425.77 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23420.53 Day 11 Yes 721.59 7-30 Days CB-3-Q 25076.65 No T+2 Yes No Treasury