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 6510.49 Day 21 Yes 141.47 <7 Days CB-2 6646.05 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12332.39 Day 21 No 37.02 7-30 Days CB-3 13375.29 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6463.26 Day 21 No 193.69 31-90 Days E-1 5978.22 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5930.87 Day 21 Yes 158.24 7-30 Days E-2 6092.54 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2839.56 Day 21 No 12.05 31-90 Days G-1 2870.90 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28240.05 Day 21 No 1161.73 <7 Days G-2 25722.17 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 989.38 Day 21 Yes 44.96 7-30 Days G-3 1042.05 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24489.78 Day 21 Yes 117.85 7-30 Days IG-1 25845.06 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32258.28 Day 21 No 183.13 7-30 Days IG-2 33148.96 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5781.89 Day 21 Yes 221.44 <7 Days S-1 6230.79 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40703.88 Day 21 Yes 1163.85 <7 Days S-2 43781.77 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33613.23 Day 21 Yes 184.41 <7 Days S-3 33266.35 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24068.69 Day 21 No 1164.88 <7 Days S-4 23347.41 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1296.12 Day 21 Yes 30.14 <7 Days S-5 1411.24 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9160.28 Day 21 No 138.99 <7 Days S-6 10058.81 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5112.32 Day 21 Yes 201.74 <7 Days S-7 4929.59 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 807.62 Day 22 Yes 0.85 31-90 Days A-0-Q 841.78 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18365.06 Day 22 No 857.44 7-30 Days A-1-Q 16801.50 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3040.78 Day 22 No 149.72 <7 Days A-2-Q 2916.77 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26420.41 Day 22 No 978.96 <7 Days A-3-Q 26381.59 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26441.04 Day 22 No 661.33 7-30 Days A-4-Q 26665.19 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28190.97 Day 22 No 966.87 7-30 Days A-5-Q 28728.51 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35652.98 Day 22 No 276.76 7-30 Days CB-1-Q 32623.25 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9155.76 Day 22 No 197.05 7-30 Days CB-2-Q 9226.32 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43302.53 Day 22 Yes 1873.45 31-90 Days S-1-Q 40030.45 Yes T+2 No No Trading