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 26803.66 Day 14 Yes 474.72 <7 Days L-5 28346.00 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22693.33 Day 14 No 441.20 7-30 Days L-6 22223.62 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13440.38 Day 14 No 218.46 <7 Days L-7 12893.60 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25722.20 Day 14 No 970.53 <7 Days L-8 24842.09 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20855.94 Day 14 No 344.74 31-90 Days L-9 22429.92 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37363.04 Day 14 Yes 1394.01 <7 Days LC-1 39657.94 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21363.14 Day 14 No 247.42 7-30 Days LC-2 21774.53 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1048.96 Day 14 No 12.03 31-90 Days N-1 1098.38 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7492.57 Day 14 No 316.40 7-30 Days N-2 7221.62 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32953.20 Day 14 Yes 1427.04 7-30 Days N-3 30581.03 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35901.95 Day 14 Yes 1286.39 <7 Days N-4 36110.12 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39334.62 Day 14 No 620.33 <7 Days N-5 39433.03 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37223.21 Day 14 Yes 924.45 <7 Days N-6 35349.31 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33803.14 Day 14 No 1498.95 7-30 Days N-7 30823.05 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14530.31 Day 14 Yes 48.40 <7 Days P-1 15372.68 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15385.70 Day 14 Yes 599.79 <7 Days P-2 15139.23 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34250.70 Day 14 No 249.54 7-30 Days S-8 31849.03 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28048.41 Day 14 No 1361.34 31-90 Days Y-1 25496.54 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21939.13 Day 14 No 132.66 31-90 Days Y-2 21103.71 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37451.40 Day 14 Yes 1263.86 <7 Days Y-3 34374.13 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6997.92 Day 14 Yes 234.66 7-30 Days Y-4 6805.14 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42313.45 Day 14 No 1835.58 <7 Days Z-1 46328.72 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32790.14 Day 14 Yes 1249.15 <7 Days A-2 35143.99 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40089.07 Day 14 No 1550.06 <7 Days A-3 43633.02 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16060.16 Day 14 No 418.77 7-30 Days A-4 17083.28 No T+0 Yes No Funding