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 11847.66 Day 34 Yes 284.42 7-30 Days Y-4 12141.13 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30767.29 Day 34 No 1456.63 31-90 Days Z-1 32185.17 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15852.87 Day 34 No 462.08 <7 Days A-2 14650.81 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5631.71 Day 34 Yes 122.53 <7 Days A-3 5911.71 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29950.57 Day 34 No 925.37 31-90 Days A-4 29627.93 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14483.11 Day 34 Yes 156.77 7-30 Days A-5 13104.21 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33900.38 Day 34 No 873.35 <7 Days CB-1 33775.62 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28372.87 Day 34 No 748.18 7-30 Days CB-2 28060.51 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25079.93 Day 34 No 163.15 31-90 Days CB-3 24077.61 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1203.78 Day 34 Yes 5.10 31-90 Days E-1 1177.30 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11221.45 Day 34 No 455.01 31-90 Days E-2 12106.16 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35329.66 Day 34 No 1132.15 <7 Days G-1 37779.59 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33892.48 Day 34 No 1269.31 31-90 Days G-2 34455.51 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20698.85 Day 34 No 170.39 31-90 Days G-3 21343.43 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15028.80 Day 34 No 523.78 7-30 Days IG-1 14890.27 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10580.97 Day 34 Yes 261.07 7-30 Days IG-2 11424.32 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43716.01 Day 34 No 748.90 7-30 Days S-1 44465.87 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30219.81 Day 34 No 574.00 31-90 Days S-2 31389.62 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11707.86 Day 34 Yes 430.82 <7 Days S-3 10564.50 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20961.43 Day 34 Yes 234.97 7-30 Days S-4 20729.08 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3556.32 Day 34 No 61.12 7-30 Days S-5 3904.65 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35253.83 Day 34 No 1091.77 31-90 Days S-6 32874.85 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11627.01 Day 34 Yes 76.00 31-90 Days S-7 11297.19 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13468.35 Day 35 Yes 154.19 7-30 Days A-0-Q 13879.95 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14311.20 Day 35 Yes 512.72 <7 Days A-1-Q 12944.62 No T+1 Yes Yes Liberty Capital Markets Inc. Funding