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 6501.59 151 - 179 Days No 150.70 31-90 Days N-2 6957.65 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42974.22 151 - 179 Days Yes 740.84 <7 Days N-3 41087.63 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42082.71 151 - 179 Days No 2101.63 31-90 Days N-4 43779.32 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27297.15 151 - 179 Days No 908.98 <7 Days N-5 27554.59 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11386.54 151 - 179 Days Yes 487.76 7-30 Days N-6 10269.15 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7547.27 151 - 179 Days No 301.81 31-90 Days N-7 7952.82 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19437.07 151 - 179 Days Yes 95.18 <7 Days P-1 18131.27 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21365.81 151 - 179 Days Yes 300.03 31-90 Days P-2 22281.58 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27236.00 151 - 179 Days No 718.31 7-30 Days S-8 29762.58 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9134.07 151 - 179 Days No 75.82 7-30 Days Y-1 8798.74 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12983.12 151 - 179 Days No 587.91 <7 Days Y-2 12763.93 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14325.99 151 - 179 Days No 63.69 7-30 Days Y-3 15359.01 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17886.83 151 - 179 Days Yes 232.49 7-30 Days Y-4 18005.43 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26378.15 151 - 179 Days Yes 153.76 <7 Days Z-1 24737.88 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21472.71 151 - 179 Days Yes 801.18 7-30 Days A-2 20111.14 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7186.73 151 - 179 Days Yes 316.69 7-30 Days A-3 7334.83 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43919.56 151 - 179 Days Yes 1860.99 7-30 Days A-4 41016.57 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21888.67 151 - 179 Days No 1021.41 <7 Days A-5 19999.33 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23622.23 151 - 179 Days Yes 674.35 7-30 Days CB-1 25924.85 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19683.79 151 - 179 Days Yes 94.43 <7 Days CB-2 20758.39 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42904.56 151 - 179 Days Yes 2040.70 7-30 Days CB-3 44928.78 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10264.80 151 - 179 Days No 38.73 7-30 Days E-1 11009.64 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28468.54 151 - 179 Days Yes 169.63 7-30 Days E-2 27400.24 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31044.81 151 - 179 Days No 913.76 7-30 Days G-1 29007.62 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30046.36 151 - 179 Days No 1427.14 31-90 Days G-2 31701.13 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance