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 9046.11 Day 12 Yes 328.14 <7 Days CB-4 8256.79 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25513.65 Day 12 No 21.24 31-90 Days E-10 27721.49 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36158.85 Day 12 No 1452.22 7-30 Days E-3 38491.87 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11741.83 Day 12 No 93.79 31-90 Days E-4 12211.13 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3842.78 Day 12 No 31.20 31-90 Days E-5 3857.10 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41639.78 Day 12 Yes 893.65 <7 Days E-6 38821.45 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30139.53 Day 12 No 557.52 31-90 Days E-7 32350.77 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35835.52 Day 12 Yes 428.04 31-90 Days E-8 38292.10 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43190.70 Day 12 No 395.96 7-30 Days E-9 40283.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32716.96 Day 12 No 665.87 31-90 Days G-4 29734.73 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26998.08 Day 12 Yes 1284.98 31-90 Days IG-3 27907.50 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40647.22 Day 12 Yes 1509.68 7-30 Days IG-4 39291.22 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29983.49 Day 12 No 647.67 <7 Days IG-5 32328.88 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20614.86 Day 12 No 518.00 7-30 Days IG-6 21018.17 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12059.79 Day 12 Yes 80.89 31-90 Days IG-7 11360.86 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5978.82 Day 12 No 254.72 31-90 Days IG-8 6140.30 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6997.17 Day 12 Yes 222.45 31-90 Days L-1 7357.06 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17691.63 Day 12 No 427.47 31-90 Days L-10 16650.20 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8820.00 Day 12 No 299.42 7-30 Days L-11 8333.98 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24024.47 Day 12 Yes 21.66 <7 Days L-2 25290.68 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7473.92 Day 12 No 211.21 7-30 Days L-3 7462.99 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10262.51 Day 12 No 472.11 31-90 Days L-4 10074.26 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37009.12 Day 12 Yes 100.01 31-90 Days L-5 38768.49 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3068.94 Day 12 Yes 7.97 7-30 Days L-6 3306.62 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6058.34 Day 12 Yes 226.54 7-30 Days L-7 6225.89 No T+1 No Yes Liberty International Finance Ltd. Treasury