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 4362.73 Day 30 Yes 15.65 7-30 Days CB-1 4770.50 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32375.11 Day 30 No 620.21 <7 Days CB-2 32371.92 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18375.22 Day 30 Yes 572.05 7-30 Days CB-3 17395.81 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34586.24 Day 30 Yes 208.29 7-30 Days E-1 37224.56 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9379.46 Day 30 Yes 391.26 <7 Days E-2 9753.68 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34233.56 Day 30 Yes 1547.48 7-30 Days G-1 33582.26 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19357.33 Day 30 Yes 815.46 31-90 Days G-2 19966.83 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23406.25 Day 30 Yes 398.59 <7 Days G-3 22534.00 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12233.95 Day 30 No 38.39 31-90 Days IG-1 12379.08 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3452.89 Day 30 Yes 12.68 7-30 Days IG-2 3384.00 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2482.03 Day 30 No 59.57 31-90 Days S-1 2394.21 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31913.29 Day 30 No 286.09 31-90 Days S-2 34965.07 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17278.04 Day 30 No 607.40 7-30 Days S-3 18017.22 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43899.08 Day 30 Yes 1989.89 31-90 Days S-4 46073.88 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42501.83 Day 30 No 1793.27 7-30 Days S-5 42006.24 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30798.21 Day 30 No 510.99 <7 Days S-6 33634.77 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4009.25 Day 30 No 188.29 <7 Days S-7 3803.06 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14521.98 Day 31 Yes 83.53 <7 Days A-0-Q 15855.74 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14483.59 Day 31 Yes 459.16 31-90 Days A-1-Q 15048.53 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16360.42 Day 31 Yes 33.32 31-90 Days A-2-Q 15266.22 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2169.11 Day 31 Yes 101.65 31-90 Days A-3-Q 2367.20 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10099.51 Day 31 Yes 48.03 7-30 Days A-4-Q 9971.24 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25269.61 Day 31 No 410.63 7-30 Days A-5-Q 23958.18 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26869.58 Day 31 No 1094.12 7-30 Days CB-1-Q 26644.66 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32807.59 Day 31 Yes 649.84 31-90 Days CB-2-Q 34422.04 No T+1 No No Trading