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 19249.99 Day 42 No 478.59 <7 Days A-4-Q 17886.73 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20546.85 Day 42 Yes 445.11 <7 Days A-5-Q 21158.27 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13794.26 Day 42 Yes 318.00 7-30 Days CB-1-Q 12783.68 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23148.25 Day 42 Yes 330.66 31-90 Days CB-2-Q 20920.36 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30708.89 Day 42 No 249.18 7-30 Days S-1-Q 33737.91 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14249.46 Day 42 No 21.69 31-90 Days S-2-Q 14121.11 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36529.75 Day 42 No 1643.31 31-90 Days S-3-Q 35906.46 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16022.47 Day 42 Yes 368.93 31-90 Days S-4-Q 17449.69 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1589.76 Day 42 Yes 35.20 <7 Days CB-3-Q 1628.04 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13041.63 Day 42 Yes 158.50 7-30 Days G-1-Q 12379.88 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29084.11 Day 42 No 766.96 31-90 Days G-2-Q 27291.67 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8999.95 Day 42 Yes 422.66 7-30 Days G-3-Q 9076.48 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2335.40 Day 42 No 97.90 7-30 Days S-5-Q 2305.11 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16869.38 Day 42 Yes 699.71 31-90 Days S-6-Q 15228.69 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5269.33 Day 42 No 161.49 7-30 Days S-7-Q 5477.81 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32170.61 Day 42 No 254.25 31-90 Days E-1-Q 34491.08 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39110.01 Day 42 No 1473.35 <7 Days E-2-Q 36591.89 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14714.73 Day 42 Yes 155.09 7-30 Days IG-1-Q 14481.98 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19600.58 Day 42 No 610.49 <7 Days IG-2-Q 19963.83 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36570.91 Day 42 No 1783.75 7-30 Days C-1 38034.88 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40732.97 Day 42 No 202.89 7-30 Days CB-4 39821.65 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39625.03 Day 42 No 933.88 <7 Days E-10 37181.68 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14520.22 Day 42 Yes 230.09 7-30 Days E-3 13465.67 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35581.62 Day 42 No 1041.75 31-90 Days E-4 34950.15 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2559.60 Day 42 No 126.44 31-90 Days E-5 2721.86 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading