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 16393.36 Day 44 Yes 167.09 7-30 Days E-3 17797.95 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13843.24 Day 44 Yes 167.03 31-90 Days E-4 15181.41 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12920.47 Day 44 No 130.33 <7 Days E-5 13752.10 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34290.35 Day 44 Yes 1611.66 31-90 Days E-6 32484.92 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8585.15 Day 44 Yes 353.33 7-30 Days E-7 8333.44 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17060.84 Day 44 No 75.49 31-90 Days E-8 17240.17 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9483.35 Day 44 Yes 104.15 <7 Days E-9 8755.42 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8549.44 Day 44 Yes 246.89 <7 Days G-4 9345.46 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20979.25 Day 44 No 8.80 7-30 Days IG-3 21398.50 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7204.03 Day 44 Yes 61.43 31-90 Days IG-4 7689.99 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5753.29 Day 44 Yes 121.83 <7 Days IG-5 5678.09 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35358.71 Day 44 Yes 936.86 7-30 Days IG-6 37702.83 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44071.10 Day 44 No 29.31 7-30 Days IG-7 47860.09 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14237.52 Day 44 Yes 25.96 <7 Days IG-8 13248.54 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15552.68 Day 44 No 208.59 7-30 Days L-1 15903.97 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41683.06 Day 44 Yes 1284.94 7-30 Days L-10 44057.61 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41958.50 Day 44 Yes 1027.04 7-30 Days L-11 37958.50 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4100.81 Day 44 No 113.32 31-90 Days L-2 3770.33 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25800.77 Day 44 No 1018.42 7-30 Days L-3 25487.74 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10224.06 Day 44 Yes 159.76 7-30 Days L-4 9841.95 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10884.77 Day 44 Yes 182.78 <7 Days L-5 10572.42 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23553.06 Day 44 Yes 571.33 <7 Days L-6 22591.54 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13968.83 Day 44 No 355.38 31-90 Days L-7 13497.80 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31597.71 Day 44 No 375.86 31-90 Days L-8 32814.17 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43010.42 Day 44 Yes 303.95 <7 Days L-9 41909.01 Yes T+2 Yes No Treasury