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 16925.70 Day 42 Yes 397.19 7-30 Days G-3 15809.14 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30786.51 Day 42 No 1207.90 <7 Days IG-1 32315.78 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29366.25 Day 42 Yes 370.65 31-90 Days IG-2 28608.30 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26974.18 Day 42 Yes 163.56 31-90 Days S-1 26144.20 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20158.96 Day 42 No 466.69 7-30 Days S-2 20742.29 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26468.66 Day 42 No 624.49 7-30 Days S-3 27766.34 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21044.82 Day 42 No 6.86 31-90 Days S-4 22778.10 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20591.14 Day 42 No 65.97 31-90 Days S-5 18798.31 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36519.19 Day 42 Yes 1547.44 31-90 Days S-6 37431.68 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19547.52 Day 42 No 596.28 <7 Days S-7 20863.93 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40748.23 Day 43 Yes 461.26 <7 Days A-0-Q 39335.36 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34962.55 Day 43 No 35.71 31-90 Days A-1-Q 35647.95 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15163.41 Day 43 No 434.11 31-90 Days A-2-Q 14226.96 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42996.64 Day 43 No 1044.70 31-90 Days A-3-Q 39065.50 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42045.78 Day 43 No 695.58 31-90 Days A-4-Q 44156.72 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5232.92 Day 43 No 122.74 7-30 Days A-5-Q 5139.30 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10713.24 Day 43 No 231.54 31-90 Days CB-1-Q 10881.00 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31873.23 Day 43 Yes 129.57 7-30 Days CB-2-Q 32209.24 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20580.08 Day 43 No 199.67 31-90 Days S-1-Q 20383.14 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15272.65 Day 43 No 27.23 <7 Days S-2-Q 14462.58 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18600.14 Day 43 No 601.89 <7 Days S-3-Q 19235.34 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19211.66 Day 43 Yes 171.00 7-30 Days S-4-Q 20320.52 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31288.09 Day 43 Yes 554.16 7-30 Days CB-3-Q 31529.99 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38878.98 Day 43 No 371.32 <7 Days G-1-Q 38393.98 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1198.42 Day 43 Yes 32.51 7-30 Days G-2-Q 1100.84 Yes T+2 Yes No Treasury