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 27955.39 Day 33 Yes 188.83 <7 Days A-5-Q 29608.08 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5800.72 Day 33 No 131.16 7-30 Days CB-1-Q 5883.28 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10687.62 Day 33 No 192.94 31-90 Days CB-2-Q 11369.67 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38158.63 Day 33 Yes 625.41 31-90 Days S-1-Q 35533.24 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13267.81 Day 33 Yes 118.31 31-90 Days S-2-Q 13664.46 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21585.53 Day 33 Yes 955.42 7-30 Days S-3-Q 19695.16 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19509.97 Day 33 Yes 906.92 7-30 Days S-4-Q 18607.34 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3218.86 Day 33 Yes 26.29 7-30 Days CB-3-Q 3248.51 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14554.74 Day 33 No 24.43 7-30 Days G-1-Q 15912.04 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14422.23 Day 33 No 56.90 31-90 Days G-2-Q 13726.61 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7948.10 Day 33 Yes 213.69 7-30 Days G-3-Q 8723.24 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28145.41 Day 33 Yes 925.36 31-90 Days S-5-Q 30327.31 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26551.58 Day 33 No 977.51 7-30 Days S-6-Q 26788.73 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43655.93 Day 33 No 2040.23 7-30 Days S-7-Q 47991.01 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10279.94 Day 33 Yes 452.06 31-90 Days E-1-Q 10010.78 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16141.82 Day 33 No 442.36 7-30 Days E-2-Q 16905.42 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1254.06 Day 33 No 17.07 31-90 Days IG-1-Q 1281.45 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31200.01 Day 33 Yes 124.14 <7 Days IG-2-Q 33899.33 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30805.96 Day 33 Yes 1440.66 7-30 Days C-1 32547.91 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8707.90 Day 33 No 334.88 <7 Days CB-4 9466.59 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2705.46 Day 33 Yes 34.85 7-30 Days E-10 2826.36 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7324.32 Day 33 No 53.29 31-90 Days E-3 7158.56 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30649.68 Day 33 No 883.30 7-30 Days E-4 32466.55 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28770.06 Day 33 No 914.79 7-30 Days E-5 31119.14 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24675.07 Day 33 No 801.37 7-30 Days E-6 25453.06 Yes T+1 No No Trading