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 40003.65 271 - 364 Days No 1368.62 7-30 Days E-3 39290.29 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13980.74 271 - 364 Days Yes 562.25 <7 Days E-4 12998.13 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6790.24 271 - 364 Days No 261.86 7-30 Days E-5 6872.13 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21986.49 271 - 364 Days Yes 243.59 <7 Days E-6 19935.40 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 168.98 271 - 364 Days No 1.61 7-30 Days E-7 179.51 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33074.95 271 - 364 Days No 1366.06 <7 Days E-8 33778.51 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13394.73 271 - 364 Days No 91.17 <7 Days E-9 13658.46 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11804.64 271 - 364 Days Yes 558.26 7-30 Days G-4 11913.91 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15210.64 271 - 364 Days Yes 447.80 7-30 Days IG-3 14831.61 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34654.89 271 - 364 Days No 797.36 <7 Days IG-4 31493.41 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5544.36 271 - 364 Days No 164.29 7-30 Days IG-5 5364.93 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41962.85 271 - 364 Days No 1440.04 7-30 Days IG-6 43478.84 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26033.71 271 - 364 Days No 95.55 31-90 Days IG-7 25184.21 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37760.43 271 - 364 Days No 925.18 7-30 Days IG-8 36786.87 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26105.20 271 - 364 Days Yes 546.56 31-90 Days L-1 23828.52 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34820.80 271 - 364 Days No 217.63 <7 Days L-10 34287.22 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10433.13 271 - 364 Days No 352.03 31-90 Days L-11 9471.75 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13256.50 271 - 364 Days No 234.95 7-30 Days L-2 13379.63 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15598.60 271 - 364 Days Yes 243.31 31-90 Days L-3 15472.52 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13448.79 271 - 364 Days No 618.99 31-90 Days L-4 13447.00 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12877.32 271 - 364 Days No 290.37 <7 Days L-5 13913.49 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25603.51 271 - 364 Days Yes 426.33 <7 Days L-6 23811.07 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19614.28 271 - 364 Days No 287.73 31-90 Days L-7 21476.08 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3010.42 271 - 364 Days No 54.78 <7 Days L-8 2973.18 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22196.68 271 - 364 Days No 940.14 <7 Days L-9 21300.45 Yes T+0 No Yes Liberty Wealth Management LLC Funding