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 24948.48 180 - 270 Days Yes 240.11 <7 Days L-1 23043.15 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30179.06 180 - 270 Days No 1160.09 <7 Days L-10 28834.31 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30199.46 180 - 270 Days No 449.05 7-30 Days L-11 29594.45 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33539.51 180 - 270 Days Yes 1092.15 <7 Days L-2 30556.56 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1995.44 180 - 270 Days No 48.82 7-30 Days L-3 1991.25 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30714.19 180 - 270 Days No 1074.25 31-90 Days L-4 30689.40 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9006.90 180 - 270 Days No 352.07 7-30 Days L-5 9282.00 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12660.73 180 - 270 Days No 249.07 31-90 Days L-6 13345.53 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36080.40 180 - 270 Days No 1333.35 <7 Days L-7 36929.91 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9639.96 180 - 270 Days Yes 87.33 <7 Days L-8 9169.29 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16033.89 180 - 270 Days No 372.21 31-90 Days L-9 15188.43 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18364.58 180 - 270 Days No 71.05 <7 Days LC-1 19550.88 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40836.40 180 - 270 Days Yes 1103.56 7-30 Days LC-2 39643.09 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23522.56 180 - 270 Days Yes 668.41 <7 Days N-1 22780.20 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11576.33 180 - 270 Days No 353.12 31-90 Days N-2 11118.82 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32528.55 180 - 270 Days Yes 456.21 31-90 Days N-3 30187.89 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6717.35 180 - 270 Days Yes 262.89 31-90 Days N-4 6102.53 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28482.60 180 - 270 Days Yes 1370.80 <7 Days N-5 27252.13 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34844.23 180 - 270 Days Yes 924.72 7-30 Days N-6 32537.59 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17286.52 180 - 270 Days Yes 783.55 7-30 Days N-7 15974.97 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8022.41 180 - 270 Days Yes 49.94 31-90 Days P-1 8304.31 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4734.30 180 - 270 Days No 196.14 <7 Days P-2 4981.31 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43474.53 180 - 270 Days Yes 1044.24 <7 Days S-8 46524.63 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18512.51 180 - 270 Days No 758.93 7-30 Days Y-1 20018.65 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33007.88 180 - 270 Days No 703.90 <7 Days Y-2 35004.89 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance