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 8507.10 Day 42 No 331.67 7-30 Days N-2 7869.40 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37030.91 Day 42 Yes 1650.68 7-30 Days N-3 33713.11 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21146.21 Day 42 Yes 131.51 7-30 Days N-4 19619.40 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2993.18 Day 42 No 23.03 31-90 Days N-5 2876.49 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11196.26 Day 42 Yes 167.94 <7 Days N-6 10895.53 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19033.40 Day 42 No 60.25 7-30 Days N-7 18179.38 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29725.15 Day 42 No 437.16 31-90 Days P-1 31616.71 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14627.91 Day 42 No 295.77 7-30 Days P-2 13922.97 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35943.39 Day 42 No 888.12 31-90 Days S-8 33446.38 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39031.80 Day 42 No 1037.62 <7 Days Y-1 41262.75 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32607.54 Day 42 No 544.02 <7 Days Y-2 33743.92 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1096.54 Day 42 No 26.42 7-30 Days Y-3 1169.18 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7637.63 Day 42 No 234.98 <7 Days Y-4 7372.82 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2905.89 Day 42 Yes 137.02 31-90 Days Z-1 2802.79 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27272.43 Day 42 Yes 582.34 31-90 Days A-2 27073.40 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5571.93 Day 42 Yes 251.45 <7 Days A-3 5174.81 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22492.84 Day 42 No 253.67 <7 Days A-4 23659.32 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20299.47 Day 42 Yes 852.38 31-90 Days A-5 20903.01 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36236.36 Day 42 No 636.51 7-30 Days CB-1 32625.18 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25457.88 Day 42 No 281.25 <7 Days CB-2 24579.74 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14078.21 Day 42 No 45.23 7-30 Days CB-3 14377.29 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29220.04 Day 42 Yes 486.45 31-90 Days E-1 29604.60 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 630.88 Day 42 Yes 22.17 <7 Days E-2 595.94 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30580.80 Day 42 Yes 1439.06 <7 Days G-1 28427.03 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16334.46 Day 42 Yes 619.80 7-30 Days G-2 15768.72 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance