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 23259.67 Day 14 No 439.54 <7 Days A-5 25191.48 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38025.44 Day 14 No 1242.30 7-30 Days CB-1 40466.49 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3288.10 Day 14 No 95.64 7-30 Days CB-2 3084.68 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41926.77 Day 14 No 1525.41 31-90 Days CB-3 44173.83 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20184.54 Day 14 Yes 759.49 <7 Days E-1 20918.77 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8366.82 Day 14 No 25.23 7-30 Days E-2 7929.54 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43951.92 Day 14 No 108.63 <7 Days G-1 47462.88 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16276.37 Day 14 No 639.21 31-90 Days G-2 15006.21 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40404.34 Day 14 No 1236.55 7-30 Days G-3 43148.71 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27349.23 Day 14 Yes 85.97 31-90 Days IG-1 27339.01 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6723.02 Day 14 Yes 298.02 <7 Days IG-2 6677.71 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44088.21 Day 14 Yes 450.82 31-90 Days S-1 41197.63 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40736.00 Day 14 Yes 1431.26 31-90 Days S-2 39614.89 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2179.88 Day 14 Yes 53.30 31-90 Days S-3 2120.16 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18366.66 Day 14 No 368.86 7-30 Days S-4 18533.03 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18785.53 Day 14 Yes 581.65 31-90 Days S-5 18424.68 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30917.28 Day 14 Yes 1286.60 7-30 Days S-6 28017.30 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32562.19 Day 14 Yes 348.30 <7 Days S-7 32976.39 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2856.65 Day 15 No 11.00 31-90 Days A-0-Q 3001.80 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34626.59 Day 15 Yes 99.41 31-90 Days A-1-Q 33845.62 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17626.42 Day 15 No 257.07 <7 Days A-2-Q 16207.91 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10054.77 Day 15 No 206.13 31-90 Days A-3-Q 10831.58 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11927.67 Day 15 No 28.52 7-30 Days A-4-Q 11858.10 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3199.71 Day 15 No 25.29 <7 Days A-5-Q 3136.48 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26252.41 Day 15 Yes 881.26 31-90 Days CB-1-Q 26577.10 No T+0 No No Treasury