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 28263.41 Day 53 No 88.76 <7 Days L-9 29289.32 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23931.95 Day 53 No 770.32 31-90 Days LC-1 24779.78 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27685.71 Day 53 Yes 105.85 7-30 Days LC-2 28519.52 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26717.17 Day 53 No 794.70 7-30 Days N-1 24990.31 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13960.77 Day 53 Yes 350.29 7-30 Days N-2 15331.35 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10572.99 Day 53 Yes 40.79 <7 Days N-3 10479.35 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35891.06 Day 53 Yes 1002.46 7-30 Days N-4 34667.49 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24690.30 Day 53 No 610.73 7-30 Days N-5 26360.50 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26168.30 Day 53 Yes 956.60 <7 Days N-6 27100.93 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32027.08 Day 53 Yes 67.58 7-30 Days N-7 32498.70 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3169.02 Day 53 Yes 91.95 <7 Days P-1 3357.47 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22685.41 Day 53 No 279.41 31-90 Days P-2 22225.91 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39247.65 Day 53 Yes 1692.90 31-90 Days S-8 35565.49 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18334.03 Day 53 Yes 339.44 7-30 Days Y-1 18957.86 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1766.49 Day 53 No 21.83 31-90 Days Y-2 1648.00 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11512.55 Day 53 Yes 81.15 31-90 Days Y-3 10639.41 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6011.23 Day 53 No 208.56 <7 Days Y-4 5430.76 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35943.86 Day 53 Yes 840.56 <7 Days Z-1 32492.22 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6343.31 Day 53 No 138.81 7-30 Days A-2 6868.22 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29082.34 Day 53 No 110.82 7-30 Days A-3 30245.90 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35516.15 Day 53 Yes 2.87 <7 Days A-4 39062.67 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26923.80 Day 53 Yes 653.76 7-30 Days A-5 26744.13 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24350.93 Day 53 Yes 1116.70 31-90 Days CB-1 24574.61 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16910.06 Day 53 Yes 782.18 31-90 Days CB-2 17182.73 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42120.36 Day 53 No 1383.36 <7 Days CB-3 42131.18 No T+0 Yes Yes Liberty Wealth Management LLC Treasury