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 2951.22 Day 22 Yes 60.97 7-30 Days S-3 2698.42 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4954.34 Day 22 No 87.50 31-90 Days S-4 4590.33 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27397.27 Day 22 No 39.57 7-30 Days S-5 26555.38 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12822.77 Day 22 Yes 530.65 7-30 Days S-6 14045.66 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13187.37 Day 22 No 213.06 7-30 Days S-7 12331.31 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20918.50 Day 23 No 964.76 31-90 Days A-0-Q 20070.01 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21581.97 Day 23 No 1041.82 7-30 Days A-1-Q 21849.52 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27830.49 Day 23 No 107.03 7-30 Days A-2-Q 26848.92 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31495.70 Day 23 No 1542.71 31-90 Days A-3-Q 30643.60 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16245.36 Day 23 Yes 802.58 31-90 Days A-4-Q 17387.14 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14593.00 Day 23 Yes 318.12 <7 Days A-5-Q 14248.41 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5691.66 Day 23 No 266.95 7-30 Days CB-1-Q 5917.00 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41152.03 Day 23 Yes 446.79 31-90 Days CB-2-Q 41987.09 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10060.53 Day 23 No 416.69 <7 Days S-1-Q 9245.56 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19768.06 Day 23 No 850.86 7-30 Days S-2-Q 18348.59 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8030.32 Day 23 Yes 136.79 7-30 Days S-3-Q 8436.19 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 204.21 Day 23 Yes 8.10 7-30 Days S-4-Q 209.87 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33233.91 Day 23 Yes 693.07 <7 Days CB-3-Q 34502.78 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36202.72 Day 23 No 235.86 31-90 Days G-1-Q 39540.80 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15128.82 Day 23 No 119.16 <7 Days G-2-Q 15664.65 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36113.67 Day 23 No 1058.84 31-90 Days G-3-Q 33748.45 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13058.55 Day 23 No 241.15 <7 Days S-5-Q 13002.83 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30116.07 Day 23 No 886.86 7-30 Days S-6-Q 31832.59 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31687.62 Day 23 Yes 442.24 <7 Days S-7-Q 33181.25 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14746.59 Day 23 No 489.24 7-30 Days E-1-Q 15885.07 No T+1 Yes Yes Liberty Wealth Management LLC Funding