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 17847.07 Day 23 No 326.78 31-90 Days E-2-Q 16251.51 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10661.06 Day 23 Yes 309.27 <7 Days IG-1-Q 11607.21 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31305.32 Day 23 No 451.13 31-90 Days IG-2-Q 30336.34 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26628.50 Day 23 No 98.07 31-90 Days C-1 27679.94 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23571.49 Day 23 Yes 405.00 <7 Days CB-4 25150.72 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27559.19 Day 23 Yes 140.01 31-90 Days E-10 29837.26 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26749.36 Day 23 No 69.01 <7 Days E-3 27630.31 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20650.16 Day 23 No 12.40 7-30 Days E-4 22395.06 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1148.20 Day 23 Yes 23.63 7-30 Days E-5 1053.81 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20793.82 Day 23 No 199.58 31-90 Days E-6 21999.26 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8372.27 Day 23 No 306.28 31-90 Days E-7 9127.44 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29695.93 Day 23 No 15.09 <7 Days E-8 30707.82 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27946.66 Day 23 Yes 364.26 31-90 Days E-9 30609.55 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37342.21 Day 23 No 652.88 <7 Days G-4 33613.01 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28786.25 Day 23 Yes 978.18 31-90 Days IG-3 29127.09 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5143.19 Day 23 Yes 50.58 <7 Days IG-4 4885.83 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1251.57 Day 23 Yes 7.37 7-30 Days IG-5 1184.92 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35360.42 Day 23 No 600.41 <7 Days IG-6 36819.72 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19514.37 Day 23 No 483.95 31-90 Days IG-7 19475.15 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27111.41 Day 23 No 459.75 31-90 Days IG-8 27883.47 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14910.02 Day 23 No 60.70 7-30 Days L-1 15940.90 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17506.02 Day 23 Yes 393.66 31-90 Days L-10 18239.71 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40211.43 Day 23 No 556.36 7-30 Days L-11 42804.56 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19657.45 Day 23 Yes 604.62 7-30 Days L-2 17723.84 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21205.18 Day 23 Yes 448.22 <7 Days L-3 22754.54 No T+2 Yes Yes Liberty International Finance Ltd. Funding