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 29141.63 Day 28 No 192.24 7-30 Days L-9 28631.37 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5627.68 Day 28 No 226.95 <7 Days LC-1 5418.65 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34515.69 Day 28 Yes 1368.58 31-90 Days LC-2 32880.30 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31771.19 Day 28 Yes 960.80 7-30 Days N-1 29599.49 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20304.40 Day 28 No 158.04 31-90 Days N-2 20275.10 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32224.08 Day 28 No 658.06 31-90 Days N-3 34770.99 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18617.72 Day 28 Yes 785.03 31-90 Days N-4 18603.43 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40926.42 Day 28 Yes 1563.30 7-30 Days N-5 40254.01 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34117.63 Day 28 Yes 693.94 <7 Days N-6 34663.76 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34261.68 Day 28 No 1542.26 31-90 Days N-7 33659.12 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16706.85 Day 28 Yes 10.78 7-30 Days P-1 15825.24 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14458.26 Day 28 No 452.83 31-90 Days P-2 15537.46 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22207.27 Day 28 Yes 829.79 7-30 Days S-8 20573.22 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29146.24 Day 28 No 416.14 31-90 Days Y-1 28746.75 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34421.87 Day 28 No 1534.13 31-90 Days Y-2 32374.16 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22850.82 Day 28 Yes 556.09 <7 Days Y-3 24531.22 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42683.16 Day 28 No 792.43 <7 Days Y-4 46776.76 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16703.91 Day 28 Yes 27.46 7-30 Days Z-1 18261.25 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30941.47 Day 28 Yes 872.30 <7 Days A-2 32185.37 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32428.71 Day 28 Yes 1173.80 31-90 Days A-3 33122.87 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19059.51 Day 28 No 624.29 31-90 Days A-4 17507.69 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20483.73 Day 28 No 695.28 <7 Days A-5 18532.55 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42988.86 Day 28 No 1291.26 7-30 Days CB-1 39138.59 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29042.06 Day 28 Yes 1336.02 7-30 Days CB-2 31728.84 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7721.05 Day 28 No 370.88 31-90 Days CB-3 7746.71 Yes T+2 Yes No Securities Finance