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 30759.42 Day 30 No 1365.62 <7 Days IG-2-Q 30577.71 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19860.67 Day 30 No 256.72 7-30 Days C-1 20163.02 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7958.57 Day 30 No 27.42 7-30 Days CB-4 8583.93 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40712.30 Day 30 Yes 352.68 <7 Days E-10 44091.42 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22155.06 Day 30 No 405.77 31-90 Days E-3 23009.19 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20718.72 Day 30 Yes 578.66 31-90 Days E-4 22290.70 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39920.34 Day 30 Yes 1112.99 <7 Days E-5 35954.36 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38572.85 Day 30 No 1828.44 <7 Days E-6 36525.05 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36687.35 Day 30 No 880.65 <7 Days E-7 36115.80 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17228.98 Day 30 No 485.10 7-30 Days E-8 16852.42 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35044.14 Day 30 No 848.65 31-90 Days E-9 36122.43 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7837.31 Day 30 No 105.74 <7 Days G-4 7585.13 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29351.79 Day 30 No 868.68 <7 Days IG-3 28186.68 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12898.38 Day 30 No 580.65 31-90 Days IG-4 13669.23 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22642.30 Day 30 Yes 1054.66 7-30 Days IG-5 22497.92 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22702.02 Day 30 No 830.58 31-90 Days IG-6 23668.23 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20685.10 Day 30 Yes 857.59 31-90 Days IG-7 19673.66 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38898.27 Day 30 No 892.98 <7 Days IG-8 37359.00 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29540.98 Day 30 Yes 681.19 <7 Days L-1 31386.20 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22908.50 Day 30 Yes 931.60 31-90 Days L-10 21182.69 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29465.19 Day 30 No 1052.90 31-90 Days L-11 28234.20 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9011.76 Day 30 No 327.14 31-90 Days L-2 9688.32 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40783.36 Day 30 Yes 902.52 <7 Days L-3 42061.59 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31171.95 Day 30 No 1181.08 <7 Days L-4 29142.57 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30530.03 Day 30 Yes 900.76 7-30 Days L-5 28064.05 No T+0 Yes Yes Liberty International Finance Ltd. Treasury