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 Yes 11468.10 Day 15 No 434.38 31-90 Days E-9 10886.33 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38822.10 Day 15 Yes 915.00 <7 Days G-4 35154.24 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3307.28 Day 15 No 122.46 <7 Days IG-3 3154.14 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4345.92 Day 15 Yes 141.09 31-90 Days IG-4 4281.13 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5091.14 Day 15 No 253.24 <7 Days IG-5 5379.93 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13631.90 Day 15 No 289.79 7-30 Days IG-6 13460.99 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26395.85 Day 15 Yes 1068.20 <7 Days IG-7 24838.85 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35925.64 Day 15 No 7.85 7-30 Days IG-8 35321.99 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19385.02 Day 15 No 600.17 31-90 Days L-1 20049.50 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11420.15 Day 15 No 428.85 7-30 Days L-10 11976.61 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28562.44 Day 15 Yes 6.11 31-90 Days L-11 30262.37 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43314.55 Day 15 No 425.91 7-30 Days L-2 44446.54 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6279.32 Day 15 No 196.36 7-30 Days L-3 5971.77 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34717.60 Day 15 No 608.27 7-30 Days L-4 36444.77 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26968.90 Day 15 Yes 820.10 7-30 Days L-5 27332.58 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25848.24 Day 15 No 7.76 31-90 Days L-6 28415.53 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26052.93 Day 15 Yes 775.38 7-30 Days L-7 25338.92 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18537.12 Day 15 No 413.36 7-30 Days L-8 20063.51 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 394.37 Day 15 Yes 17.98 7-30 Days L-9 417.97 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28101.35 Day 15 No 164.66 7-30 Days LC-1 30746.36 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31694.95 Day 15 No 895.33 7-30 Days LC-2 29645.79 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30369.04 Day 15 No 1190.82 31-90 Days N-1 32354.14 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16226.80 Day 15 No 417.04 31-90 Days N-2 14959.76 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20238.15 Day 15 Yes 652.27 <7 Days N-3 22220.29 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43982.80 Day 15 No 49.70 31-90 Days N-4 42986.21 Yes T+0 No No Funding