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 33052.74 Day 5 Yes 498.22 7-30 Days L-6 35786.91 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12225.17 Day 5 Yes 66.01 7-30 Days L-7 12743.49 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7381.21 Day 5 Yes 298.48 31-90 Days L-8 7350.94 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16084.82 Day 5 Yes 170.89 7-30 Days L-9 17270.21 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42861.19 Day 5 No 173.27 <7 Days LC-1 44505.08 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39121.21 Day 5 Yes 1696.27 7-30 Days LC-2 38010.93 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42299.28 Day 5 No 317.15 7-30 Days N-1 45919.92 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1560.55 Day 5 No 20.80 <7 Days N-2 1668.11 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39314.52 Day 5 Yes 397.33 <7 Days N-3 36427.81 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 434.57 Day 5 No 11.94 7-30 Days N-4 435.73 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26331.10 Day 5 Yes 770.49 7-30 Days N-5 25682.73 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21531.46 Day 5 Yes 75.36 31-90 Days N-6 21479.10 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8578.90 Day 5 No 397.28 31-90 Days N-7 8411.24 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20018.87 Day 5 Yes 634.13 31-90 Days P-1 20585.74 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13376.04 Day 5 No 381.79 31-90 Days P-2 14042.12 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9976.59 Day 5 No 360.43 7-30 Days S-8 9910.66 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11597.21 Day 5 Yes 219.18 7-30 Days Y-1 12248.01 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 368.55 Day 5 No 8.62 <7 Days Y-2 352.38 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18265.63 Day 5 No 858.01 7-30 Days Y-3 18362.70 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26815.40 Day 5 Yes 521.34 7-30 Days Y-4 25063.81 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8677.94 Day 5 Yes 379.36 7-30 Days Z-1 9176.00 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28777.95 Day 5 Yes 684.43 <7 Days A-2 26987.46 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5286.76 Day 5 No 4.60 7-30 Days A-3 5285.91 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21953.72 Day 5 Yes 888.84 7-30 Days A-4 19908.30 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39514.52 Day 5 Yes 1563.54 7-30 Days A-5 37360.50 Yes T+2 No Yes Liberty Capital Markets Inc. Funding