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 13196.89 Day 23 Yes 452.65 <7 Days L-4 13869.32 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34361.84 Day 23 Yes 796.02 <7 Days L-5 31116.18 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15297.08 Day 23 No 701.89 <7 Days L-6 16408.95 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38771.44 Day 23 Yes 546.89 <7 Days L-7 38712.61 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31080.08 Day 23 Yes 461.97 7-30 Days L-8 33114.00 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5459.80 Day 23 No 249.80 31-90 Days L-9 5728.64 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8109.09 Day 23 No 90.88 7-30 Days LC-1 7459.20 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5930.43 Day 23 Yes 35.53 7-30 Days LC-2 6352.02 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43091.04 Day 23 Yes 1139.65 7-30 Days N-1 46902.96 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 657.30 Day 23 No 23.01 7-30 Days N-2 602.81 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43391.30 Day 23 No 1558.64 <7 Days N-3 44411.26 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31366.83 Day 23 Yes 1320.76 <7 Days N-4 28361.71 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23104.52 Day 23 Yes 524.20 <7 Days N-5 23898.98 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40585.29 Day 23 No 76.95 31-90 Days N-6 38377.06 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42955.96 Day 23 No 761.89 7-30 Days N-7 42618.29 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9318.50 Day 23 Yes 277.92 7-30 Days P-1 9866.72 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9709.13 Day 23 Yes 74.39 7-30 Days P-2 9589.80 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41341.04 Day 23 Yes 1909.97 31-90 Days S-8 38072.63 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11568.62 Day 23 No 71.35 7-30 Days Y-1 10419.54 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24689.66 Day 23 No 672.69 <7 Days Y-2 25958.15 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36216.52 Day 23 No 1641.30 <7 Days Y-3 39170.91 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40102.97 Day 23 Yes 747.20 31-90 Days Y-4 38173.80 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3741.55 Day 23 Yes 146.66 7-30 Days Z-1 3994.77 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 149.06 Day 23 Yes 2.05 31-90 Days A-2 136.74 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25833.16 Day 23 Yes 418.28 7-30 Days A-3 27372.39 No T+0 Yes Yes Liberty International Finance Ltd. Trading