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 7455.39 Day 11 Yes 217.34 31-90 Days Y-1 7588.29 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12878.11 Day 11 Yes 308.92 31-90 Days Y-2 13121.70 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29828.67 Day 11 Yes 566.43 31-90 Days Y-3 30263.16 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25463.84 Day 11 No 461.53 31-90 Days Y-4 27807.69 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3535.72 Day 11 Yes 140.17 <7 Days Z-1 3553.44 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43863.05 Day 11 No 943.53 <7 Days A-2 40830.02 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11859.48 Day 11 Yes 571.12 7-30 Days A-3 12358.64 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15697.07 Day 11 Yes 242.94 31-90 Days A-4 15409.35 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12656.32 Day 11 No 152.88 31-90 Days A-5 12687.97 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24758.91 Day 11 No 167.70 31-90 Days CB-1 23677.61 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3116.55 Day 11 No 135.70 <7 Days CB-2 3222.39 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17921.51 Day 11 No 641.44 31-90 Days CB-3 16908.12 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7581.55 Day 11 Yes 162.60 31-90 Days E-1 7312.94 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4775.81 Day 11 No 144.70 7-30 Days E-2 4352.22 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3786.45 Day 11 Yes 46.08 31-90 Days G-1 3711.24 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41602.60 Day 11 Yes 1866.17 7-30 Days G-2 43938.93 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34693.39 Day 11 Yes 298.68 31-90 Days G-3 34513.69 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15665.28 Day 11 No 727.85 7-30 Days IG-1 15842.01 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6166.39 Day 11 No 163.81 31-90 Days IG-2 6085.30 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21229.13 Day 11 No 660.91 31-90 Days S-1 19253.74 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4650.23 Day 11 Yes 118.30 31-90 Days S-2 4306.02 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20485.08 Day 11 No 500.44 <7 Days S-3 22060.36 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18593.18 Day 11 Yes 408.46 <7 Days S-4 20122.88 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28469.67 Day 11 Yes 160.88 31-90 Days S-5 26820.19 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11173.95 Day 11 Yes 505.39 31-90 Days S-6 11873.78 No T+2 Yes No Trading