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 9584.94 61 - 67 Days No 107.05 31-90 Days Y-1 9781.81 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35145.83 61 - 67 Days No 1159.96 <7 Days Y-2 34003.39 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28496.81 61 - 67 Days No 633.19 <7 Days Y-3 30676.95 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28655.95 61 - 67 Days No 73.84 <7 Days Y-4 27979.67 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10408.93 61 - 67 Days No 501.52 7-30 Days Z-1 11172.95 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1049.11 61 - 67 Days No 13.19 7-30 Days A-2 971.09 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14572.06 61 - 67 Days No 421.75 31-90 Days A-3 15540.06 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8542.42 61 - 67 Days No 121.10 7-30 Days A-4 8629.78 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43190.89 61 - 67 Days Yes 450.17 31-90 Days A-5 44597.10 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26559.86 61 - 67 Days No 1015.40 <7 Days CB-1 28711.71 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11628.56 61 - 67 Days No 225.93 7-30 Days CB-2 10786.92 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10682.70 61 - 67 Days Yes 468.83 31-90 Days CB-3 10008.87 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19566.64 61 - 67 Days Yes 348.38 31-90 Days E-1 19916.00 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15371.53 61 - 67 Days No 104.53 31-90 Days E-2 16389.89 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28010.71 61 - 67 Days No 1035.50 31-90 Days G-1 26062.32 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39019.26 61 - 67 Days Yes 159.38 31-90 Days G-2 40114.77 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16753.28 61 - 67 Days Yes 208.46 31-90 Days G-3 17634.32 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21939.54 61 - 67 Days No 953.77 31-90 Days IG-1 20191.18 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23058.25 61 - 67 Days No 562.46 7-30 Days IG-2 21044.74 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32292.85 61 - 67 Days Yes 1399.95 31-90 Days S-1 31320.08 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33191.11 61 - 67 Days Yes 1383.75 <7 Days S-2 33833.70 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28899.14 61 - 67 Days Yes 838.49 <7 Days S-3 31569.77 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14444.22 61 - 67 Days No 544.87 7-30 Days S-4 13702.74 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43348.65 61 - 67 Days Yes 29.01 31-90 Days S-5 43572.09 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10265.85 61 - 67 Days Yes 509.54 7-30 Days S-6 9526.96 Yes T+1 No No Funding