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 32337.59 Day 59 No 1594.61 7-30 Days L-10 33095.93 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13224.80 Day 59 No 11.08 7-30 Days L-11 12877.51 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8079.05 Day 59 Yes 281.10 7-30 Days L-2 8659.25 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3046.14 Day 59 No 36.81 7-30 Days L-3 3349.01 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33523.88 Day 59 Yes 409.76 31-90 Days L-4 31557.24 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31881.67 Day 59 No 1032.55 <7 Days L-5 33717.17 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17692.30 Day 59 Yes 302.48 31-90 Days L-6 16164.70 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42755.77 Day 59 No 1808.49 7-30 Days L-7 42218.65 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32467.81 Day 59 No 884.13 <7 Days L-8 30463.85 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38580.07 Day 59 Yes 1920.62 31-90 Days L-9 36805.37 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6802.89 Day 59 Yes 240.95 <7 Days LC-1 7353.27 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10676.60 Day 59 Yes 370.73 7-30 Days LC-2 10909.91 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20932.72 Day 59 Yes 338.68 <7 Days N-1 19029.42 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36258.61 Day 59 No 28.25 <7 Days N-2 36992.83 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18895.74 Day 59 No 767.94 <7 Days N-3 19825.90 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28412.84 Day 59 No 645.74 <7 Days N-4 27465.97 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28780.96 Day 59 No 974.15 <7 Days N-5 31350.91 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19136.44 Day 59 Yes 181.93 31-90 Days N-6 20130.20 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26870.25 Day 59 Yes 363.85 31-90 Days N-7 27347.06 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26227.19 Day 59 No 933.43 7-30 Days P-1 26169.11 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9373.47 Day 59 No 167.52 31-90 Days P-2 9848.27 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9521.40 Day 59 No 82.16 7-30 Days S-8 9790.65 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41266.76 Day 59 Yes 1444.95 31-90 Days Y-1 38453.14 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30127.52 Day 59 No 1416.02 7-30 Days Y-2 30139.34 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42780.85 Day 59 Yes 464.98 31-90 Days Y-3 41964.88 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance