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 36173.17 Day 44 No 154.86 7-30 Days LC-1 34209.90 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10230.95 Day 44 Yes 504.69 31-90 Days LC-2 11121.20 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11674.88 Day 44 No 17.01 31-90 Days N-1 11503.11 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9335.34 Day 44 Yes 59.97 7-30 Days N-2 9634.53 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37590.11 Day 44 Yes 1242.35 <7 Days N-3 35958.35 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21280.92 Day 44 Yes 22.81 7-30 Days N-4 22533.91 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16431.71 Day 44 No 541.31 <7 Days N-5 17441.28 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41628.04 Day 44 Yes 1659.31 <7 Days N-6 39140.95 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13642.10 Day 44 Yes 288.52 <7 Days N-7 12347.58 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28133.76 Day 44 No 1405.29 <7 Days P-1 25712.09 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32394.32 Day 44 Yes 1103.72 <7 Days P-2 33112.64 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21510.95 Day 44 No 358.34 <7 Days S-8 20711.04 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18053.43 Day 44 Yes 721.60 <7 Days Y-1 16506.57 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26921.09 Day 44 Yes 388.17 31-90 Days Y-2 28431.40 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28501.74 Day 44 Yes 720.28 7-30 Days Y-3 27521.27 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1072.93 Day 44 Yes 19.90 <7 Days Y-4 1041.77 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11258.52 Day 44 No 82.84 <7 Days Z-1 11063.37 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12751.44 Day 44 No 400.74 7-30 Days A-2 13366.94 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4151.90 Day 44 Yes 148.19 <7 Days A-3 4463.04 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27887.85 Day 44 Yes 996.31 31-90 Days A-4 25537.57 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16680.55 Day 44 No 164.38 <7 Days A-5 15156.97 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8863.86 Day 44 No 30.97 <7 Days CB-1 9198.29 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39296.08 Day 44 No 404.21 31-90 Days CB-2 42557.66 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10501.74 Day 44 Yes 371.99 7-30 Days CB-3 10400.75 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18239.08 Day 44 Yes 902.66 31-90 Days E-1 18684.08 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury