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 25515.90 Day 39 Yes 142.96 31-90 Days L-5 23984.78 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32340.17 Day 39 Yes 1579.62 31-90 Days L-6 32456.94 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38841.23 Day 39 Yes 386.79 7-30 Days L-7 40422.42 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33582.73 Day 39 Yes 1489.75 7-30 Days L-8 30406.51 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25105.64 Day 39 No 426.01 <7 Days L-9 22872.82 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25131.46 Day 39 Yes 935.17 <7 Days LC-1 26161.57 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 749.29 Day 39 No 14.10 31-90 Days LC-2 724.90 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15062.47 Day 39 No 107.07 <7 Days N-1 16324.34 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27871.47 Day 39 Yes 648.86 <7 Days N-2 28706.86 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11024.03 Day 39 Yes 295.62 <7 Days N-3 11071.45 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1358.72 Day 39 No 67.38 <7 Days N-4 1239.79 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34761.18 Day 39 Yes 357.85 <7 Days N-5 32831.33 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43189.90 Day 39 No 1291.69 31-90 Days N-6 41344.37 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18102.92 Day 39 Yes 823.46 31-90 Days N-7 19831.27 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13932.18 Day 39 No 193.31 7-30 Days P-1 14242.19 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31343.51 Day 39 Yes 483.60 31-90 Days P-2 33675.30 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19273.62 Day 39 Yes 533.03 7-30 Days S-8 17504.24 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22083.34 Day 39 Yes 1100.11 <7 Days Y-1 22734.29 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36.32 Day 39 Yes 1.80 7-30 Days Y-2 39.32 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25405.79 Day 39 No 662.04 31-90 Days Y-3 24561.58 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32978.79 Day 39 Yes 1432.38 7-30 Days Y-4 31414.20 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23481.06 Day 39 Yes 1030.49 7-30 Days Z-1 25784.94 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27502.41 Day 39 No 1298.49 <7 Days A-2 27358.74 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28010.55 Day 39 No 107.55 31-90 Days A-3 29015.86 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24194.21 Day 39 Yes 1068.09 7-30 Days A-4 25528.30 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance