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 25626.43 Day 48 Yes 71.75 31-90 Days E-2-Q 27643.62 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31897.20 Day 48 Yes 1324.40 <7 Days IG-1-Q 34242.68 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24626.96 Day 48 Yes 836.11 31-90 Days IG-2-Q 26073.30 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40790.95 Day 48 Yes 739.34 7-30 Days C-1 38033.10 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9955.71 Day 48 No 188.86 7-30 Days CB-4 10414.25 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15983.15 Day 48 No 340.74 7-30 Days E-10 15115.27 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5604.03 Day 48 Yes 45.00 31-90 Days E-3 5322.28 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38392.25 Day 48 Yes 1538.52 31-90 Days E-4 35300.85 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34338.41 Day 48 Yes 352.05 <7 Days E-5 33821.78 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 100.18 Day 48 No 4.41 7-30 Days E-6 92.12 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21757.06 Day 48 No 185.61 7-30 Days E-7 20655.08 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27411.85 Day 48 No 24.94 <7 Days E-8 29465.75 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20821.03 Day 48 No 1000.16 <7 Days E-9 20218.91 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11870.82 Day 48 Yes 7.27 7-30 Days G-4 12510.17 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4983.04 Day 48 No 230.53 <7 Days IG-3 4987.47 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34350.20 Day 48 Yes 321.57 <7 Days IG-4 31876.55 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18492.43 Day 48 No 425.82 7-30 Days IG-5 17638.64 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13961.64 Day 48 No 24.27 <7 Days IG-6 12773.44 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19715.74 Day 48 Yes 799.54 31-90 Days IG-7 19073.59 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20192.69 Day 48 No 763.63 <7 Days IG-8 20976.22 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43699.09 Day 48 Yes 512.44 31-90 Days L-1 40708.58 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35974.29 Day 48 No 517.55 31-90 Days L-10 38176.51 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6174.67 Day 48 No 293.98 31-90 Days L-11 6065.08 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32809.14 Day 48 Yes 768.87 7-30 Days L-2 31273.89 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1318.68 Day 48 No 12.63 7-30 Days L-3 1349.48 No T+2 No No Funding