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 16644.04 Day 6 Yes 725.71 7-30 Days G-4 17716.66 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10572.45 Day 6 No 235.15 <7 Days IG-3 10028.71 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39150.85 Day 6 Yes 775.74 7-30 Days IG-4 38653.36 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23092.88 Day 6 Yes 586.64 <7 Days IG-5 24112.56 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19669.65 Day 6 No 473.95 31-90 Days IG-6 20212.05 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13029.61 Day 6 Yes 234.31 <7 Days IG-7 13436.61 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30136.63 Day 6 No 1188.81 31-90 Days IG-8 30541.65 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37168.78 Day 6 Yes 818.86 7-30 Days L-1 33882.66 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7733.59 Day 6 Yes 386.03 <7 Days L-10 8085.00 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14118.35 Day 6 Yes 580.70 7-30 Days L-11 12863.76 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26418.75 Day 6 Yes 706.42 7-30 Days L-2 27607.04 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17137.63 Day 6 Yes 240.90 <7 Days L-3 17700.25 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13086.45 Day 6 Yes 477.56 31-90 Days L-4 14146.94 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6390.74 Day 6 Yes 248.30 <7 Days L-5 6683.97 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36752.26 Day 6 No 659.20 7-30 Days L-6 39405.08 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34174.48 Day 6 No 388.80 <7 Days L-7 32081.11 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28812.07 Day 6 No 476.70 <7 Days L-8 27178.89 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1243.46 Day 6 No 15.93 <7 Days L-9 1222.44 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16928.23 Day 6 No 686.89 7-30 Days LC-1 17004.75 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21043.92 Day 6 Yes 408.04 7-30 Days LC-2 21853.20 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37372.51 Day 6 Yes 1090.38 <7 Days N-1 38460.87 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20044.75 Day 6 Yes 326.81 <7 Days N-2 21628.13 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5355.79 Day 6 Yes 150.13 31-90 Days N-3 5030.22 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3892.88 Day 6 Yes 124.02 7-30 Days N-4 4057.74 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3501.29 Day 6 No 152.55 7-30 Days N-5 3793.38 No T+2 Yes No Funding