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 12902.13 Day 3 Yes 586.65 7-30 Days L-9 13756.72 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27412.24 Day 3 Yes 444.15 7-30 Days LC-1 24881.74 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15623.88 Day 3 Yes 657.08 31-90 Days LC-2 16639.60 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11886.97 Day 3 No 121.69 7-30 Days N-1 12686.68 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9702.21 Day 3 Yes 420.42 7-30 Days N-2 10140.88 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3538.02 Day 3 No 55.86 31-90 Days N-3 3559.22 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12288.41 Day 3 No 56.99 31-90 Days N-4 13231.27 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44079.54 Day 3 No 758.80 7-30 Days N-5 43922.41 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42209.80 Day 3 No 1065.62 31-90 Days N-6 38515.28 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34274.88 Day 3 Yes 621.39 <7 Days N-7 32203.45 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13953.27 Day 3 Yes 144.00 7-30 Days P-1 14517.48 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38819.91 Day 3 Yes 1929.24 7-30 Days P-2 42370.52 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20912.38 Day 3 Yes 207.31 7-30 Days S-8 21176.12 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28344.59 Day 3 No 897.29 7-30 Days Y-1 26725.28 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5283.07 Day 3 No 262.91 31-90 Days Y-2 4928.87 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36633.03 Day 3 Yes 1461.79 <7 Days Y-3 36718.48 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41539.65 Day 3 No 1995.08 7-30 Days Y-4 41485.71 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3099.45 Day 3 No 48.21 <7 Days Z-1 3160.76 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1569.46 Day 3 Yes 11.48 7-30 Days A-2 1679.87 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34514.44 Day 3 No 1503.87 31-90 Days A-3 34827.54 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13544.06 Day 3 Yes 452.37 7-30 Days A-4 13201.73 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33607.70 Day 3 Yes 55.77 <7 Days A-5 32628.23 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17958.18 Day 3 Yes 699.62 31-90 Days CB-1 18778.77 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26154.95 Day 3 No 70.41 7-30 Days CB-2 23764.59 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30292.92 Day 3 No 986.43 <7 Days CB-3 32120.00 No T+1 Yes No Funding