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 15526.08 Day 56 No 498.32 <7 Days G-4 14312.20 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27400.71 Day 56 Yes 994.10 31-90 Days IG-3 29919.61 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21858.18 Day 56 Yes 849.91 31-90 Days IG-4 23896.79 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42014.12 Day 56 No 1075.07 <7 Days IG-5 41491.21 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37811.40 Day 56 No 939.52 7-30 Days IG-6 36518.57 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25260.23 Day 56 Yes 749.30 7-30 Days IG-7 23318.91 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32395.25 Day 56 No 446.71 31-90 Days IG-8 30175.50 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36193.03 Day 56 No 25.42 <7 Days L-1 32918.87 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43351.10 Day 56 Yes 928.50 31-90 Days L-10 41808.98 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35866.20 Day 56 Yes 3.11 31-90 Days L-11 35649.84 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16659.58 Day 56 Yes 70.50 31-90 Days L-2 15582.10 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30524.44 Day 56 Yes 1445.85 31-90 Days L-3 29462.74 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27743.71 Day 56 No 615.80 31-90 Days L-4 26276.50 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44023.35 Day 56 No 806.36 <7 Days L-5 39717.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26284.18 Day 56 Yes 1163.90 <7 Days L-6 27459.62 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24582.31 Day 56 No 1210.89 31-90 Days L-7 22976.00 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17930.05 Day 56 Yes 365.58 31-90 Days L-8 18576.74 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23892.57 Day 56 No 1051.37 <7 Days L-9 23757.31 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19094.74 Day 56 No 347.61 31-90 Days LC-1 20974.13 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33659.31 Day 56 Yes 1647.75 31-90 Days LC-2 35114.90 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25555.78 Day 56 Yes 581.02 <7 Days N-1 24741.96 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42541.65 Day 56 No 392.23 31-90 Days N-2 42598.49 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4374.30 Day 56 No 213.24 7-30 Days N-3 4772.76 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37272.49 Day 56 No 369.71 <7 Days N-4 38020.22 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32283.12 Day 56 No 98.13 7-30 Days N-5 31937.51 No T+2 No No Trading