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 39041.98 Day 19 Yes 340.09 31-90 Days LC-1 39365.64 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35815.63 Day 19 Yes 753.77 <7 Days LC-2 36966.57 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10974.98 Day 19 Yes 513.88 7-30 Days N-1 9886.37 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39380.48 Day 19 Yes 317.98 7-30 Days N-2 43059.41 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41517.79 Day 19 No 694.55 <7 Days N-3 40849.03 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42537.27 Day 19 No 249.94 <7 Days N-4 42975.30 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24110.50 Day 19 Yes 251.70 <7 Days N-5 22688.54 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9313.77 Day 19 Yes 129.16 <7 Days N-6 9511.29 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12606.56 Day 19 No 608.15 31-90 Days N-7 11637.06 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9725.67 Day 19 Yes 22.60 <7 Days P-1 10599.89 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16406.07 Day 19 Yes 5.37 31-90 Days P-2 16880.18 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3416.24 Day 19 No 129.88 7-30 Days S-8 3101.46 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36233.34 Day 19 No 1359.22 <7 Days Y-1 39107.13 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13385.55 Day 19 No 644.70 31-90 Days Y-2 14367.94 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21973.68 Day 19 No 926.63 <7 Days Y-3 22510.79 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22376.98 Day 19 Yes 775.56 <7 Days Y-4 20663.66 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4134.45 Day 19 Yes 12.76 <7 Days Z-1 4169.94 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3012.84 Day 19 No 129.59 <7 Days A-2 3049.49 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16529.80 Day 19 Yes 623.86 7-30 Days A-3 15439.47 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23659.18 Day 19 No 602.13 31-90 Days A-4 24452.72 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36036.59 Day 19 Yes 562.55 <7 Days A-5 33173.63 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6762.75 Day 19 No 317.95 31-90 Days CB-1 6555.66 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 333.39 Day 19 Yes 13.40 <7 Days CB-2 310.68 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38081.05 Day 19 Yes 113.08 7-30 Days CB-3 39337.80 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26677.39 Day 19 No 653.19 <7 Days E-1 24899.73 No T+2 Yes No Treasury