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 21684.06 Day 46 Yes 537.73 <7 Days C-1 22253.98 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14879.69 Day 46 Yes 348.68 7-30 Days CB-4 16211.02 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17546.89 Day 46 Yes 648.88 <7 Days E-10 17586.58 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14858.19 Day 46 No 385.16 <7 Days E-3 15671.21 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32900.80 Day 46 Yes 1174.73 <7 Days E-4 34957.40 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32512.50 Day 46 Yes 1110.17 <7 Days E-5 29846.82 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20485.86 Day 46 Yes 252.64 31-90 Days E-6 18574.67 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24463.07 Day 46 No 541.67 31-90 Days E-7 23056.81 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42753.52 Day 46 Yes 1515.17 7-30 Days E-8 41131.42 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11742.20 Day 46 No 3.13 7-30 Days E-9 11742.00 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10180.51 Day 46 No 279.52 7-30 Days G-4 10419.31 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32380.43 Day 46 Yes 1160.50 31-90 Days IG-3 30061.36 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30532.99 Day 46 No 367.04 31-90 Days IG-4 28353.56 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6906.12 Day 46 Yes 321.80 31-90 Days IG-5 6462.67 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32109.29 Day 46 No 816.91 <7 Days IG-6 33753.55 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19434.78 Day 46 No 922.93 7-30 Days IG-7 19002.73 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43349.25 Day 46 Yes 494.20 31-90 Days IG-8 43793.41 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42972.25 Day 46 Yes 472.37 7-30 Days L-1 44147.07 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15996.24 Day 46 No 360.90 <7 Days L-10 16027.71 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14359.72 Day 46 Yes 531.00 <7 Days L-11 13076.65 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 217.39 Day 46 Yes 7.41 31-90 Days L-2 220.33 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1429.09 Day 46 No 22.21 31-90 Days L-3 1310.89 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28312.05 Day 46 No 766.05 <7 Days L-4 26926.27 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25977.23 Day 46 No 124.61 <7 Days L-5 26997.76 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35979.52 Day 46 No 758.40 31-90 Days L-6 35582.96 No T+1 No No Securities Finance