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 26040.44 Day 33 Yes 371.67 7-30 Days IG-1 27926.57 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36323.73 Day 33 Yes 1365.36 31-90 Days IG-2 35615.43 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13518.87 Day 33 No 347.17 31-90 Days S-1 12694.66 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9986.33 Day 33 Yes 230.10 31-90 Days S-2 9594.85 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35834.30 Day 33 No 1528.80 7-30 Days S-3 35058.53 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26771.52 Day 33 No 828.53 31-90 Days S-4 25735.58 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4972.90 Day 33 No 31.31 7-30 Days S-5 4520.68 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18214.32 Day 33 No 842.65 31-90 Days S-6 16907.10 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42269.82 Day 33 No 507.20 7-30 Days S-7 42223.06 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43689.89 Day 34 No 1924.36 7-30 Days A-0-Q 39416.69 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29039.35 Day 34 Yes 272.58 31-90 Days A-1-Q 30197.53 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31083.62 Day 34 No 199.86 <7 Days A-2-Q 31930.47 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17349.14 Day 34 No 654.58 31-90 Days A-3-Q 16592.09 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10853.82 Day 34 No 184.78 7-30 Days A-4-Q 10314.74 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24845.15 Day 34 No 105.99 <7 Days A-5-Q 22946.17 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21510.48 Day 34 No 639.97 7-30 Days CB-1-Q 19885.50 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 166.22 Day 34 Yes 3.39 7-30 Days CB-2-Q 174.45 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27404.03 Day 34 No 627.88 7-30 Days S-1-Q 27465.85 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35856.90 Day 34 Yes 169.88 31-90 Days S-2-Q 33213.69 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26787.86 Day 34 Yes 314.50 31-90 Days S-3-Q 29459.04 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4357.02 Day 34 No 168.82 31-90 Days S-4-Q 4497.08 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26851.76 Day 34 No 404.01 <7 Days CB-3-Q 29072.82 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34957.15 Day 34 Yes 1463.81 <7 Days G-1-Q 35708.47 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11680.83 Day 34 No 418.56 31-90 Days G-2-Q 12789.74 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18192.87 Day 34 Yes 891.79 7-30 Days G-3-Q 16859.60 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding