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 24885.31 Day 6 Yes 1007.08 31-90 Days S-2 23820.84 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1581.90 Day 6 Yes 26.66 <7 Days S-3 1438.38 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35467.76 Day 6 No 1072.51 <7 Days S-4 33944.88 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26329.47 Day 6 Yes 695.98 7-30 Days S-5 25991.69 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14897.70 Day 6 No 733.66 <7 Days S-6 15380.92 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13518.67 Day 6 No 343.50 31-90 Days S-7 12295.13 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12950.52 Day 7 No 259.45 31-90 Days A-0-Q 12480.92 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43100.06 Day 7 No 938.66 <7 Days A-1-Q 39539.27 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38590.25 Day 7 Yes 531.35 7-30 Days A-2-Q 41527.59 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3065.83 Day 7 Yes 93.66 <7 Days A-3-Q 3272.96 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13614.98 Day 7 Yes 283.65 <7 Days A-4-Q 13153.84 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14295.28 Day 7 No 395.68 7-30 Days A-5-Q 13937.11 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30544.53 Day 7 No 202.20 7-30 Days CB-1-Q 32289.65 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5681.85 Day 7 No 214.49 31-90 Days CB-2-Q 5200.46 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40821.32 Day 7 No 436.61 7-30 Days S-1-Q 39468.63 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5326.86 Day 7 Yes 64.43 31-90 Days S-2-Q 5004.28 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22403.52 Day 7 No 788.37 <7 Days S-3-Q 20706.91 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38650.55 Day 7 Yes 620.46 31-90 Days S-4-Q 36791.91 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34718.08 Day 7 No 1658.74 31-90 Days CB-3-Q 33355.73 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40696.74 Day 7 Yes 1514.14 31-90 Days G-1-Q 39990.36 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9846.31 Day 7 Yes 450.73 31-90 Days G-2-Q 9275.53 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5160.53 Day 7 No 126.89 <7 Days G-3-Q 5523.54 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4499.07 Day 7 No 90.87 <7 Days S-5-Q 4289.60 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31088.82 Day 7 No 1293.79 31-90 Days S-6-Q 33222.05 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34789.08 Day 7 No 1611.99 31-90 Days S-7-Q 31975.94 No T+0 No Yes Liberty Capital Markets Inc. Funding