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 31373.09 Day 38 No 1563.81 7-30 Days P-1 33182.72 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38384.98 Day 38 No 584.45 31-90 Days P-2 41530.45 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7788.70 Day 38 No 41.17 <7 Days S-8 7076.45 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 60.82 Day 38 Yes 2.34 7-30 Days Y-1 59.18 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4534.16 Day 38 No 201.46 <7 Days Y-2 4729.86 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20767.29 Day 38 No 834.94 31-90 Days Y-3 22841.37 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13884.72 Day 38 No 514.41 31-90 Days Y-4 14015.80 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10275.83 Day 38 No 113.25 7-30 Days Z-1 9371.27 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39503.27 Day 38 No 448.13 31-90 Days A-2 37377.69 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4897.78 Day 38 No 39.94 7-30 Days A-3 5160.30 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20602.61 Day 38 Yes 661.34 <7 Days A-4 18975.54 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26293.04 Day 38 Yes 1100.08 7-30 Days A-5 27092.16 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36860.16 Day 38 No 1114.81 31-90 Days CB-1 35643.91 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39162.84 Day 38 No 1720.70 <7 Days CB-2 35600.38 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 932.49 Day 38 No 10.84 <7 Days CB-3 931.39 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40879.26 Day 38 Yes 1207.97 <7 Days E-1 43648.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10067.14 Day 38 Yes 393.57 7-30 Days E-2 10671.96 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43798.13 Day 38 No 975.05 7-30 Days G-1 41783.29 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24099.62 Day 38 Yes 949.05 <7 Days G-2 25389.09 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 625.42 Day 38 Yes 12.20 7-30 Days G-3 643.98 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18089.77 Day 38 No 332.58 31-90 Days IG-1 17655.40 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28961.76 Day 38 No 696.75 31-90 Days IG-2 28808.76 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38060.17 Day 38 Yes 256.62 7-30 Days S-1 41486.50 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11898.01 Day 38 Yes 337.20 <7 Days S-2 12800.94 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22480.48 Day 38 Yes 822.62 <7 Days S-3 24090.27 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding