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 76.01 180 - 270 Days Yes 3.66 <7 Days Y-3 77.88 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17264.52 180 - 270 Days No 756.20 31-90 Days Y-4 17761.58 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32903.15 180 - 270 Days No 1272.65 <7 Days Z-1 31133.87 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4975.22 180 - 270 Days Yes 123.43 <7 Days A-2 5050.89 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5329.97 180 - 270 Days No 4.57 <7 Days A-3 5638.96 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4134.76 180 - 270 Days Yes 80.99 7-30 Days A-4 4042.11 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12152.51 180 - 270 Days Yes 279.92 31-90 Days A-5 12487.86 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38632.38 180 - 270 Days No 1339.07 31-90 Days CB-1 35021.09 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22640.64 180 - 270 Days Yes 973.95 <7 Days CB-2 24238.64 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4943.94 180 - 270 Days Yes 59.56 31-90 Days CB-3 4861.44 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1520.68 180 - 270 Days No 57.12 7-30 Days E-1 1632.69 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29108.64 180 - 270 Days Yes 902.52 31-90 Days E-2 28806.85 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43115.40 180 - 270 Days No 1448.87 <7 Days G-1 46774.73 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37065.18 180 - 270 Days Yes 177.11 <7 Days G-2 39813.04 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16010.05 180 - 270 Days No 620.90 31-90 Days G-3 16730.68 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10987.57 180 - 270 Days Yes 548.44 31-90 Days IG-1 11378.98 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40873.01 180 - 270 Days No 387.37 31-90 Days IG-2 43930.17 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27358.90 180 - 270 Days No 690.84 31-90 Days S-1 29676.44 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13018.43 180 - 270 Days Yes 326.64 <7 Days S-2 13696.05 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9272.77 180 - 270 Days Yes 55.55 7-30 Days S-3 10151.41 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37617.94 180 - 270 Days Yes 1509.83 <7 Days S-4 37441.19 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30578.42 180 - 270 Days No 1513.45 7-30 Days S-5 32813.13 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13092.09 180 - 270 Days Yes 91.97 31-90 Days S-6 14171.36 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6860.79 180 - 270 Days No 233.33 7-30 Days S-7 6891.23 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39741.67 271 - 364 Days No 1918.91 31-90 Days A-0-Q 36278.22 Yes T+2 No No Treasury