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 15403.31 Day 50 No 627.25 7-30 Days L-11 14374.81 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10568.75 Day 50 No 373.22 7-30 Days L-2 10804.91 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7709.19 Day 50 No 240.86 7-30 Days L-3 7516.12 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20824.81 Day 50 Yes 896.42 31-90 Days L-4 22004.75 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27950.69 Day 50 No 1282.53 7-30 Days L-5 30350.05 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32750.90 Day 50 No 1303.76 31-90 Days L-6 31366.21 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26565.96 Day 50 No 1169.98 7-30 Days L-7 28754.24 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15934.31 Day 50 No 218.84 <7 Days L-8 14731.22 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37035.62 Day 50 No 359.08 7-30 Days L-9 35817.18 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8554.45 Day 50 Yes 278.97 31-90 Days LC-1 7983.42 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20659.99 Day 50 No 468.82 7-30 Days LC-2 21092.68 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30393.82 Day 50 No 488.64 <7 Days N-1 32450.84 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42293.16 Day 50 Yes 984.90 31-90 Days N-2 43223.09 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32446.25 Day 50 No 1575.09 <7 Days N-3 34200.08 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9503.96 Day 50 No 455.06 31-90 Days N-4 9979.12 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12681.25 Day 50 Yes 153.35 7-30 Days N-5 12316.49 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8248.19 Day 50 No 62.52 31-90 Days N-6 8475.32 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1203.61 Day 50 Yes 59.22 7-30 Days N-7 1277.82 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9303.99 Day 50 No 80.59 <7 Days P-1 9882.27 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5270.69 Day 50 No 154.53 <7 Days P-2 5695.50 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42537.64 Day 50 No 1653.96 <7 Days S-8 45772.71 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11679.05 Day 50 No 82.84 <7 Days Y-1 11581.55 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37204.15 Day 50 No 1804.27 31-90 Days Y-2 39349.10 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25659.55 Day 50 No 620.53 7-30 Days Y-3 26132.10 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19832.63 Day 50 Yes 892.88 <7 Days Y-4 20237.20 Yes T+1 No No Funding