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 21216.07 Day 37 No 580.42 7-30 Days CB-4 21903.81 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19853.30 Day 37 Yes 257.21 31-90 Days E-10 20471.56 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30785.85 Day 37 Yes 413.72 7-30 Days E-3 33728.00 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24809.62 Day 37 No 131.68 <7 Days E-4 24256.94 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42293.47 Day 37 Yes 1208.69 <7 Days E-5 43914.26 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35832.36 Day 37 Yes 1237.96 <7 Days E-6 32548.03 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35357.77 Day 37 Yes 1191.77 <7 Days E-7 38360.43 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8034.81 Day 37 Yes 186.22 <7 Days E-8 7614.44 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32894.53 Day 37 Yes 1194.21 31-90 Days E-9 34382.48 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18455.45 Day 37 Yes 520.03 7-30 Days G-4 18427.69 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37280.66 Day 37 Yes 490.46 <7 Days IG-3 39238.73 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31402.38 Day 37 Yes 638.98 7-30 Days IG-4 29421.75 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42675.44 Day 37 Yes 313.65 31-90 Days IG-5 45773.27 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38260.13 Day 37 Yes 1176.80 7-30 Days IG-6 39969.76 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28367.21 Day 37 No 75.54 7-30 Days IG-7 28733.93 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17324.47 Day 37 No 548.51 7-30 Days IG-8 16332.23 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14332.96 Day 37 No 129.14 31-90 Days L-1 14976.37 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43420.09 Day 37 Yes 1170.53 7-30 Days L-10 41556.82 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29811.76 Day 37 Yes 204.20 7-30 Days L-11 31320.28 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43129.46 Day 37 No 2001.13 <7 Days L-2 41127.05 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20205.93 Day 37 No 530.46 7-30 Days L-3 18837.42 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29981.35 Day 37 Yes 1197.39 <7 Days L-4 32301.48 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5153.32 Day 37 Yes 14.82 31-90 Days L-5 5649.73 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20870.33 Day 37 No 110.83 7-30 Days L-6 20660.26 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12877.17 Day 37 Yes 130.78 7-30 Days L-7 11845.91 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance