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 29695.44 Day 2 Yes 818.59 7-30 Days G-2-Q 31389.48 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24185.19 Day 2 No 394.75 31-90 Days G-3-Q 24165.24 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11450.15 Day 2 Yes 305.46 <7 Days S-5-Q 11780.02 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37790.30 Day 2 No 494.34 31-90 Days S-6-Q 40925.07 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11152.62 Day 2 Yes 188.00 <7 Days S-7-Q 10816.54 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15496.05 Day 2 Yes 147.65 31-90 Days E-1-Q 15987.61 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18337.81 Day 2 No 884.66 31-90 Days E-2-Q 20025.20 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17461.50 Day 2 No 383.43 31-90 Days IG-1-Q 18285.33 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27709.65 Day 2 Yes 1232.15 31-90 Days IG-2-Q 29785.42 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17335.19 Day 2 Yes 179.12 31-90 Days C-1 16071.41 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43560.14 Day 2 Yes 538.17 31-90 Days CB-4 40070.83 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1622.74 Day 2 Yes 62.42 7-30 Days E-10 1604.14 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2578.07 Day 2 Yes 77.84 31-90 Days E-3 2677.12 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36854.55 Day 2 Yes 1187.06 <7 Days E-4 34599.90 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8588.96 Day 2 No 378.98 31-90 Days E-5 9140.03 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21927.97 Day 2 Yes 342.48 31-90 Days E-6 20918.75 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40169.93 Day 2 No 1788.97 7-30 Days E-7 42497.53 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39380.29 Day 2 Yes 1533.69 <7 Days E-8 36609.40 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11046.40 Day 2 Yes 95.59 7-30 Days E-9 10104.47 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12929.64 Day 2 No 177.51 <7 Days G-4 11647.09 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24936.50 Day 2 No 131.45 7-30 Days IG-3 26115.07 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39239.51 Day 2 No 1512.55 31-90 Days IG-4 38916.79 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42323.68 Day 2 Yes 935.00 <7 Days IG-5 41960.49 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29769.02 Day 2 Yes 311.21 31-90 Days IG-6 30437.22 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23422.76 Day 2 No 5.90 31-90 Days IG-7 24088.12 No T+2 No No Trading