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 13883.29 Day 48 No 13.64 7-30 Days L-4 13273.27 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4319.54 Day 48 No 96.08 31-90 Days L-5 4302.63 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13191.76 Day 48 Yes 507.17 31-90 Days L-6 12655.00 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12502.00 Day 48 Yes 513.13 <7 Days L-7 13544.83 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1407.73 Day 48 No 18.84 <7 Days L-8 1376.81 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41551.94 Day 48 No 2020.74 31-90 Days L-9 44244.02 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28565.63 Day 48 No 982.20 7-30 Days LC-1 29018.56 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18560.25 Day 48 Yes 110.30 <7 Days LC-2 18143.68 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42189.04 Day 48 No 182.94 <7 Days N-1 41400.16 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33951.54 Day 48 No 1531.56 7-30 Days N-2 33368.77 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14360.68 Day 48 Yes 190.14 7-30 Days N-3 14927.47 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1305.39 Day 48 Yes 25.60 7-30 Days N-4 1400.89 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 280.51 Day 48 No 7.95 7-30 Days N-5 307.70 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12486.41 Day 48 Yes 354.82 31-90 Days N-6 11313.96 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29790.72 Day 48 Yes 382.74 7-30 Days N-7 28663.17 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29674.58 Day 48 Yes 1110.12 31-90 Days P-1 29142.63 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23164.62 Day 48 No 478.71 <7 Days P-2 23763.71 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9956.03 Day 48 Yes 134.36 <7 Days S-8 9536.59 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43347.27 Day 48 No 1466.53 7-30 Days Y-1 44542.44 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31591.30 Day 48 Yes 276.10 31-90 Days Y-2 31944.38 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24192.75 Day 48 No 925.97 <7 Days Y-3 22565.20 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1794.24 Day 48 No 47.85 <7 Days Y-4 1690.85 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16156.04 Day 48 No 370.16 <7 Days Z-1 15616.83 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22293.70 Day 48 Yes 326.03 <7 Days A-2 24080.12 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11958.35 Day 48 Yes 172.05 <7 Days A-3 12793.22 No T+2 No No Treasury