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 12074.04 Day 10 No 300.55 7-30 Days LC-2 13020.94 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12486.22 Day 10 Yes 106.65 7-30 Days N-1 12139.37 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3598.45 Day 10 No 175.24 7-30 Days N-2 3673.27 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6025.02 Day 10 No 6.81 31-90 Days N-3 6413.77 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12733.95 Day 10 Yes 122.99 7-30 Days N-4 13486.89 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14845.94 Day 10 Yes 237.42 31-90 Days N-5 13977.38 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43693.42 Day 10 No 10.72 7-30 Days N-6 44786.03 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3231.68 Day 10 No 116.96 31-90 Days N-7 2925.97 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9645.00 Day 10 No 111.78 <7 Days P-1 9632.11 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2541.85 Day 10 Yes 106.03 31-90 Days P-2 2567.61 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13755.87 Day 10 No 574.39 7-30 Days S-8 12436.30 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43094.93 Day 10 Yes 2093.48 31-90 Days Y-1 44478.67 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29480.72 Day 10 Yes 573.70 31-90 Days Y-2 28344.33 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 826.45 Day 10 Yes 31.53 31-90 Days Y-3 882.99 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2631.79 Day 10 No 75.73 7-30 Days Y-4 2863.60 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10814.46 Day 10 Yes 345.01 7-30 Days Z-1 11872.18 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27369.26 Day 10 No 25.82 31-90 Days A-2 25939.77 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2106.25 Day 10 Yes 23.24 31-90 Days A-3 2162.32 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9569.34 Day 10 No 30.80 31-90 Days A-4 8983.34 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33507.74 Day 10 Yes 1248.48 <7 Days A-5 34396.85 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24549.82 Day 10 Yes 126.99 7-30 Days CB-1 23760.97 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5028.03 Day 10 Yes 181.36 31-90 Days CB-2 4597.02 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2882.16 Day 10 Yes 98.42 7-30 Days CB-3 2759.76 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25687.93 Day 10 No 952.26 31-90 Days E-1 23282.37 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8928.17 Day 10 No 197.21 <7 Days E-2 8542.87 No T+0 Yes Yes Liberty International Finance Ltd. Treasury