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 28856.04 Day 49 No 518.69 31-90 Days E-8 31074.32 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10214.24 Day 49 Yes 88.16 31-90 Days E-9 10314.07 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41227.22 Day 49 No 600.33 31-90 Days G-4 39250.00 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24550.88 Day 49 Yes 78.33 <7 Days IG-3 23726.86 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14733.70 Day 49 Yes 37.61 31-90 Days IG-4 15901.48 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9707.08 Day 49 Yes 405.79 31-90 Days IG-5 10021.73 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7171.38 Day 49 No 140.08 31-90 Days IG-6 7304.19 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28520.63 Day 49 No 840.38 7-30 Days IG-7 29381.02 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25317.96 Day 49 Yes 42.72 <7 Days IG-8 24220.17 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25813.12 Day 49 No 1175.35 31-90 Days L-1 27676.30 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27381.11 Day 49 Yes 1347.25 <7 Days L-10 24669.73 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30888.87 Day 49 No 1334.80 <7 Days L-11 28895.04 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28861.22 Day 49 Yes 758.88 <7 Days L-2 26636.21 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22370.86 Day 49 Yes 673.45 7-30 Days L-3 22387.97 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19792.42 Day 49 No 373.44 <7 Days L-4 21158.52 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7482.24 Day 49 No 75.90 31-90 Days L-5 6832.47 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44072.16 Day 49 No 765.92 31-90 Days L-6 47770.03 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39030.34 Day 49 Yes 1238.38 7-30 Days L-7 37061.70 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43626.49 Day 49 No 1098.02 31-90 Days L-8 43209.54 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21388.09 Day 49 Yes 246.77 <7 Days L-9 21378.56 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29259.06 Day 49 Yes 626.56 <7 Days LC-1 28453.31 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21190.75 Day 49 No 273.52 31-90 Days LC-2 19156.51 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17359.30 Day 49 No 528.22 <7 Days N-1 15664.72 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29400.23 Day 49 No 57.24 31-90 Days N-2 31788.44 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14831.33 Day 49 Yes 598.22 31-90 Days N-3 15779.95 Yes T+0 No No Securities Finance