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 4862.83 83 - 90 Days Yes 142.28 31-90 Days L-5 4828.23 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13681.16 83 - 90 Days Yes 461.49 31-90 Days L-6 14352.63 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37512.60 83 - 90 Days No 329.68 <7 Days L-7 35007.06 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20115.32 83 - 90 Days Yes 201.38 7-30 Days L-8 20396.70 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 370.72 83 - 90 Days Yes 3.59 7-30 Days L-9 378.09 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24960.62 83 - 90 Days Yes 973.40 <7 Days LC-1 25269.84 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35199.47 83 - 90 Days Yes 406.25 <7 Days LC-2 37371.65 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30556.74 83 - 90 Days No 1301.66 7-30 Days N-1 32214.87 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1757.52 83 - 90 Days Yes 72.06 <7 Days N-2 1770.39 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24824.53 83 - 90 Days No 829.45 31-90 Days N-3 24646.93 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8390.36 83 - 90 Days No 164.00 <7 Days N-4 7834.93 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3123.22 83 - 90 Days No 147.01 <7 Days N-5 2966.66 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40808.94 83 - 90 Days No 895.44 7-30 Days N-6 41594.32 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6365.43 83 - 90 Days Yes 110.18 7-30 Days N-7 6336.39 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43465.41 83 - 90 Days Yes 1825.27 <7 Days P-1 46552.24 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18770.82 83 - 90 Days Yes 655.37 31-90 Days P-2 18926.64 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32438.23 83 - 90 Days Yes 61.47 <7 Days S-8 34801.25 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27492.27 83 - 90 Days Yes 508.19 31-90 Days Y-1 27724.35 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20937.62 83 - 90 Days Yes 889.05 31-90 Days Y-2 20547.29 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18159.52 83 - 90 Days Yes 161.54 31-90 Days Y-3 19481.05 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33638.73 83 - 90 Days Yes 18.56 31-90 Days Y-4 35529.92 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31857.61 83 - 90 Days Yes 1563.06 7-30 Days Z-1 29394.79 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11761.66 83 - 90 Days No 317.23 7-30 Days A-2 12210.22 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34304.08 83 - 90 Days Yes 372.46 <7 Days A-3 37239.86 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20554.84 83 - 90 Days Yes 131.75 <7 Days A-4 20415.93 No T+1 Yes No Securities Finance