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 42604.44 Day 33 No 664.89 31-90 Days N-3 43193.23 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30595.37 Day 33 Yes 1343.59 <7 Days N-4 28506.77 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32559.00 Day 33 Yes 1251.42 31-90 Days N-5 34371.86 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 0.67 Day 33 No 0.02 31-90 Days N-6 0.61 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5616.22 Day 33 No 233.06 31-90 Days N-7 5391.46 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18570.24 Day 33 Yes 770.36 31-90 Days P-1 17244.93 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26111.40 Day 33 Yes 959.00 31-90 Days P-2 27726.24 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30261.52 Day 33 No 914.01 7-30 Days S-8 28717.64 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27235.65 Day 33 No 895.51 7-30 Days Y-1 28209.35 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10619.24 Day 33 No 185.28 7-30 Days Y-2 10791.84 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1095.96 Day 33 No 11.82 7-30 Days Y-3 1092.38 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2525.90 Day 33 No 124.57 31-90 Days Y-4 2776.22 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38126.38 Day 33 No 935.41 7-30 Days Z-1 35436.65 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9975.69 Day 33 Yes 197.78 31-90 Days A-2 10357.44 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22571.38 Day 33 Yes 20.84 31-90 Days A-3 24455.69 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16829.01 Day 33 Yes 38.64 7-30 Days A-4 17247.83 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 994.87 Day 33 No 8.40 <7 Days A-5 1037.05 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17728.19 Day 33 No 428.35 7-30 Days CB-1 16661.40 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10810.99 Day 33 No 96.00 31-90 Days CB-2 11283.93 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41045.26 Day 33 No 346.50 31-90 Days CB-3 37388.56 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23759.82 Day 33 No 1067.17 31-90 Days E-1 23645.81 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43693.98 Day 33 No 1668.52 7-30 Days E-2 39579.54 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17578.88 Day 33 Yes 27.93 7-30 Days G-1 15888.56 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40322.66 Day 33 Yes 192.13 7-30 Days G-2 38797.16 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36952.19 Day 33 Yes 328.03 7-30 Days G-3 37081.09 No T+2 No Yes Liberty Mortgage Services Corp. Trading