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 23153.97 Day 32 No 351.76 <7 Days E-1-Q 24254.36 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36982.66 Day 32 Yes 820.39 <7 Days E-2-Q 37495.95 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34249.77 Day 32 Yes 1030.43 7-30 Days IG-1-Q 37157.64 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23443.79 Day 32 Yes 868.94 31-90 Days IG-2-Q 25596.09 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7317.79 Day 32 Yes 277.21 <7 Days C-1 7736.00 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 919.30 Day 32 No 37.17 31-90 Days CB-4 883.33 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24682.27 Day 32 Yes 1105.31 31-90 Days E-10 24163.32 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4225.40 Day 32 No 176.96 31-90 Days E-3 4619.93 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20918.75 Day 32 No 578.80 <7 Days E-4 21681.98 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17382.17 Day 32 Yes 112.50 7-30 Days E-5 18087.47 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13816.58 Day 32 Yes 517.88 7-30 Days E-6 14116.23 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31016.79 Day 32 Yes 439.76 <7 Days E-7 29096.02 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28858.23 Day 32 Yes 465.09 31-90 Days E-8 28416.17 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15203.65 Day 32 Yes 322.55 <7 Days E-9 15366.53 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11605.28 Day 32 Yes 357.37 <7 Days G-4 11753.67 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30998.39 Day 32 Yes 1060.35 31-90 Days IG-3 29582.15 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20953.47 Day 32 No 608.12 31-90 Days IG-4 21100.62 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 430.90 Day 32 No 9.33 <7 Days IG-5 462.39 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31774.87 Day 32 No 1443.90 7-30 Days IG-6 32246.21 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39802.18 Day 32 No 1534.78 <7 Days IG-7 40609.21 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11884.55 Day 32 Yes 73.65 <7 Days IG-8 12176.19 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12088.89 Day 32 Yes 506.17 31-90 Days L-1 12860.24 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18484.84 Day 32 Yes 37.60 <7 Days L-10 18332.22 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20793.76 Day 32 Yes 812.20 <7 Days L-11 21844.99 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17690.59 Day 32 Yes 270.90 <7 Days L-2 16879.42 No T+2 No No Trading