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 9999.50 Day 14 No 40.14 <7 Days IG-1-Q 10162.39 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21842.31 Day 14 No 334.24 <7 Days IG-2-Q 23052.26 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36233.30 Day 14 No 1131.77 7-30 Days C-1 37050.39 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25695.52 Day 14 No 1029.28 <7 Days CB-4 24775.98 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 555.02 Day 14 No 9.06 31-90 Days E-10 547.08 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20212.60 Day 14 No 343.38 <7 Days E-3 19206.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4222.95 Day 14 Yes 104.15 <7 Days E-4 4216.50 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10379.61 Day 14 No 305.96 7-30 Days E-5 10179.68 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27380.19 Day 14 No 538.38 <7 Days E-6 25963.87 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11299.08 Day 14 Yes 552.31 31-90 Days E-7 12419.40 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40575.24 Day 14 Yes 1771.42 31-90 Days E-8 40583.55 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24355.18 Day 14 Yes 1203.18 31-90 Days E-9 26655.37 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37750.05 Day 14 No 512.02 31-90 Days G-4 34649.97 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20263.28 Day 14 Yes 679.99 <7 Days IG-3 20512.53 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41008.95 Day 14 Yes 383.89 31-90 Days IG-4 38847.13 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18352.52 Day 14 No 36.17 <7 Days IG-5 18688.11 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24900.68 Day 14 Yes 216.83 31-90 Days IG-6 23080.30 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 676.89 Day 14 No 19.95 <7 Days IG-7 726.60 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13774.02 Day 14 No 192.88 7-30 Days IG-8 15086.18 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13163.59 Day 14 Yes 169.02 <7 Days L-1 13677.11 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41207.08 Day 14 No 169.77 <7 Days L-10 43038.36 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3795.58 Day 14 Yes 77.11 7-30 Days L-11 3858.55 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42393.23 Day 14 No 622.65 7-30 Days L-2 45786.10 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27649.22 Day 14 Yes 1360.03 <7 Days L-3 29765.39 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15340.34 Day 14 No 513.47 7-30 Days L-4 16205.19 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading