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 29551.01 >4 Yr <= 5 Yr Yes 1071.82 31-90 Days L-4 27091.27 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30176.64 >4 Yr <= 5 Yr No 345.37 <7 Days L-5 28928.29 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23828.23 >4 Yr <= 5 Yr Yes 174.29 31-90 Days L-6 24422.60 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39996.84 >4 Yr <= 5 Yr No 1555.85 7-30 Days L-7 38913.06 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33523.18 >4 Yr <= 5 Yr No 812.79 31-90 Days L-8 31926.83 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19875.70 >4 Yr <= 5 Yr Yes 817.65 31-90 Days L-9 18840.09 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32019.88 >4 Yr <= 5 Yr Yes 556.22 7-30 Days LC-1 30036.08 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3521.42 >4 Yr <= 5 Yr Yes 54.20 7-30 Days LC-2 3224.93 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8331.19 >4 Yr <= 5 Yr Yes 330.12 7-30 Days N-1 7638.90 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12868.54 >4 Yr <= 5 Yr Yes 378.95 <7 Days N-2 12975.95 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25011.59 >4 Yr <= 5 Yr Yes 461.25 <7 Days N-3 23063.59 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20249.44 >4 Yr <= 5 Yr Yes 49.16 <7 Days N-4 20256.87 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32778.65 >4 Yr <= 5 Yr Yes 249.34 31-90 Days N-5 29725.05 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28163.53 >4 Yr <= 5 Yr Yes 593.81 <7 Days N-6 30072.12 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10061.36 >4 Yr <= 5 Yr Yes 97.38 7-30 Days N-7 10913.04 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28272.24 >4 Yr <= 5 Yr Yes 1396.40 31-90 Days P-1 25572.47 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14441.25 >4 Yr <= 5 Yr Yes 140.81 <7 Days P-2 14489.12 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22601.29 >4 Yr <= 5 Yr Yes 1098.56 7-30 Days S-8 22415.66 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20838.35 >4 Yr <= 5 Yr No 610.14 <7 Days Y-1 19470.80 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24005.86 >4 Yr <= 5 Yr Yes 366.70 31-90 Days Y-2 22516.98 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7472.21 >4 Yr <= 5 Yr No 167.12 31-90 Days Y-3 6976.20 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17680.56 >4 Yr <= 5 Yr No 301.83 7-30 Days Y-4 18799.12 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 295.32 >4 Yr <= 5 Yr Yes 0.73 31-90 Days Z-1 295.88 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18942.89 >4 Yr <= 5 Yr Yes 25.51 31-90 Days A-2 19070.82 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8817.27 >4 Yr <= 5 Yr Yes 272.68 7-30 Days A-3 7936.22 No T+2 No Yes Liberty Mortgage Services Corp. Treasury