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 7334.04 Day 16 Yes 185.96 7-30 Days L-2 6912.33 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4890.39 Day 16 No 53.94 <7 Days L-3 4995.60 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25728.79 Day 16 Yes 318.75 7-30 Days L-4 27544.58 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37599.55 Day 16 Yes 1729.17 31-90 Days L-5 37206.34 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33872.99 Day 16 Yes 1022.20 <7 Days L-6 33386.26 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16537.57 Day 16 No 268.95 <7 Days L-7 17768.18 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7610.12 Day 16 No 165.16 <7 Days L-8 7602.92 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7982.64 Day 16 No 359.46 <7 Days L-9 7705.78 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31412.81 Day 16 Yes 867.14 <7 Days LC-1 31199.97 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34205.38 Day 16 Yes 290.47 7-30 Days LC-2 31288.16 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11006.05 Day 16 No 159.11 7-30 Days N-1 10290.01 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14716.77 Day 16 Yes 608.10 31-90 Days N-2 15917.85 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21747.44 Day 16 No 965.47 <7 Days N-3 22065.50 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44025.94 Day 16 No 2121.54 7-30 Days N-4 45008.79 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38396.26 Day 16 No 996.34 7-30 Days N-5 37630.84 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19548.01 Day 16 No 488.40 7-30 Days N-6 19209.46 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25318.90 Day 16 Yes 310.91 <7 Days N-7 24589.58 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31761.07 Day 16 Yes 105.40 <7 Days P-1 32628.01 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32757.20 Day 16 Yes 942.65 7-30 Days P-2 36030.27 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8009.12 Day 16 Yes 5.30 <7 Days S-8 7725.69 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3667.10 Day 16 No 139.89 <7 Days Y-1 3792.50 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20946.96 Day 16 Yes 481.48 31-90 Days Y-2 22095.10 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2438.95 Day 16 Yes 58.85 <7 Days Y-3 2428.00 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28371.73 Day 16 No 133.05 <7 Days Y-4 27704.60 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2855.85 Day 16 Yes 137.14 31-90 Days Z-1 2802.41 Yes T+0 Yes No Treasury