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 27542.73 Day 27 No 815.42 <7 Days IG-8 25394.78 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17427.25 Day 27 Yes 628.15 31-90 Days L-1 17840.22 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26668.36 Day 27 Yes 1080.33 <7 Days L-10 24765.90 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11038.39 Day 27 Yes 348.27 <7 Days L-11 10075.44 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24140.19 Day 27 No 955.29 <7 Days L-2 25415.03 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7771.57 Day 27 Yes 258.43 <7 Days L-3 7193.83 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8952.24 Day 27 Yes 221.11 31-90 Days L-4 8072.72 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16755.58 Day 27 Yes 819.97 <7 Days L-5 16777.70 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15003.38 Day 27 No 734.26 31-90 Days L-6 15548.52 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27453.88 Day 27 No 547.05 31-90 Days L-7 28447.78 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41128.23 Day 27 No 865.48 31-90 Days L-8 44559.80 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31394.35 Day 27 No 203.51 <7 Days L-9 34255.33 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4054.94 Day 27 No 9.77 7-30 Days LC-1 3824.46 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40358.51 Day 27 No 2010.21 31-90 Days LC-2 36859.67 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27777.56 Day 27 No 1282.27 <7 Days N-1 26171.78 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8462.26 Day 27 Yes 61.24 31-90 Days N-2 9179.58 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41399.89 Day 27 No 293.35 <7 Days N-3 44681.36 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1763.76 Day 27 No 86.83 <7 Days N-4 1667.35 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32757.63 Day 27 Yes 1246.97 7-30 Days N-5 33083.24 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3158.80 Day 27 No 71.68 <7 Days N-6 3152.09 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8991.89 Day 27 No 407.84 31-90 Days N-7 8759.55 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14717.54 Day 27 Yes 356.94 31-90 Days P-1 15982.78 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19637.52 Day 27 Yes 311.73 31-90 Days P-2 19187.21 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41260.91 Day 27 No 1529.03 31-90 Days S-8 38943.18 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36523.60 Day 27 No 762.88 <7 Days Y-1 38561.93 No T+2 Yes Yes Liberty Capital Markets Inc. Trading