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 27037.46 Day 19 No 293.82 <7 Days A-1-Q 26587.48 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15876.47 Day 19 No 772.95 31-90 Days A-2-Q 17245.21 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12680.97 Day 19 No 344.86 7-30 Days A-3-Q 13267.65 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38832.95 Day 19 Yes 765.66 7-30 Days A-4-Q 40833.90 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8332.45 Day 19 No 138.12 31-90 Days A-5-Q 9123.27 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43092.76 Day 19 No 2017.05 <7 Days CB-1-Q 42173.82 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2129.72 Day 19 Yes 16.63 <7 Days CB-2-Q 2089.89 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9028.59 Day 19 No 400.54 <7 Days S-1-Q 9245.16 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18910.84 Day 19 Yes 190.65 7-30 Days S-2-Q 18685.67 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19788.85 Day 19 Yes 399.16 <7 Days S-3-Q 20801.36 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5738.34 Day 19 No 179.55 7-30 Days S-4-Q 5921.64 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18297.11 Day 19 No 164.04 <7 Days CB-3-Q 17388.51 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42358.42 Day 19 Yes 1829.27 7-30 Days G-1-Q 44700.71 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15433.59 Day 19 No 397.54 7-30 Days G-2-Q 16502.97 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1874.57 Day 19 Yes 86.14 7-30 Days G-3-Q 1933.89 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3157.66 Day 19 No 66.60 7-30 Days S-5-Q 3242.38 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6607.59 Day 19 No 30.15 <7 Days S-6-Q 6784.61 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21031.12 Day 19 Yes 943.63 31-90 Days S-7-Q 20975.64 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15698.85 Day 19 Yes 293.62 7-30 Days E-1-Q 14446.07 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24153.07 Day 19 Yes 944.86 <7 Days E-2-Q 25775.27 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17859.14 Day 19 Yes 461.99 <7 Days IG-1-Q 18914.10 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21463.04 Day 19 No 7.61 31-90 Days IG-2-Q 20794.26 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15013.35 Day 19 No 99.25 7-30 Days C-1 16229.84 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7689.01 Day 19 Yes 132.54 7-30 Days CB-4 7987.59 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2374.23 Day 19 No 44.10 <7 Days E-10 2558.45 No T+2 Yes Yes Liberty International Finance Ltd. Trading