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 36966.50 Day 3 No 571.72 <7 Days E-10 37235.23 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12109.39 Day 3 Yes 225.50 7-30 Days E-3 11776.25 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19287.40 Day 3 Yes 324.68 31-90 Days E-4 17796.03 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 320.63 Day 3 Yes 8.97 <7 Days E-5 308.29 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37462.30 Day 3 No 1841.87 <7 Days E-6 34680.19 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27907.71 Day 3 No 333.65 <7 Days E-7 28534.40 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1849.69 Day 3 Yes 6.24 7-30 Days E-8 1981.55 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34320.77 Day 3 No 1553.61 <7 Days E-9 37243.65 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27055.74 Day 3 No 879.44 31-90 Days G-4 26621.16 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1822.86 Day 3 No 38.64 31-90 Days IG-3 1830.25 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6534.92 Day 3 No 219.48 <7 Days IG-4 7119.93 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21350.65 Day 3 Yes 154.80 7-30 Days IG-5 19797.53 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27496.98 Day 3 No 791.97 7-30 Days IG-6 26534.66 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31450.44 Day 3 No 563.22 7-30 Days IG-7 31641.17 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8017.32 Day 3 No 259.87 7-30 Days IG-8 8403.67 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25421.13 Day 3 Yes 382.50 31-90 Days L-1 25406.26 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13112.94 Day 3 No 86.29 7-30 Days L-10 13356.35 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28421.30 Day 3 Yes 370.61 <7 Days L-11 26704.81 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33906.94 Day 3 No 412.58 31-90 Days L-2 35713.25 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19811.46 Day 3 No 646.23 31-90 Days L-3 19289.19 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7460.08 Day 3 Yes 24.63 31-90 Days L-4 7500.68 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14997.80 Day 3 Yes 177.16 7-30 Days L-5 15253.44 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40826.26 Day 3 Yes 1118.54 31-90 Days L-6 44477.79 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4297.83 Day 3 No 69.56 7-30 Days L-7 4682.60 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26235.41 Day 3 No 970.19 7-30 Days L-8 26780.05 No T+1 Yes No Treasury