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 21906.02 Day 35 No 774.12 7-30 Days A-2-Q 21864.67 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2771.51 Day 35 No 120.07 <7 Days A-3-Q 2717.38 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37303.19 Day 35 No 1659.07 <7 Days A-4-Q 33668.24 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16883.57 Day 35 No 651.55 31-90 Days A-5-Q 17091.71 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2255.96 Day 35 No 11.62 <7 Days CB-1-Q 2398.14 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41366.91 Day 35 Yes 251.37 31-90 Days CB-2-Q 43055.41 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19976.19 Day 35 No 579.08 7-30 Days S-1-Q 18713.34 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19795.98 Day 35 Yes 44.69 7-30 Days S-2-Q 21390.62 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 187.19 Day 35 Yes 8.38 7-30 Days S-3-Q 171.83 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15125.99 Day 35 No 692.72 <7 Days S-4-Q 14463.07 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8897.55 Day 35 No 85.16 <7 Days CB-3-Q 8864.98 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20352.56 Day 35 Yes 1001.26 <7 Days G-1-Q 19317.43 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12293.24 Day 35 No 231.05 <7 Days G-2-Q 12483.03 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5039.72 Day 35 Yes 186.37 <7 Days G-3-Q 5212.06 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34369.12 Day 35 No 394.58 <7 Days S-5-Q 32084.08 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34971.70 Day 35 Yes 1619.57 31-90 Days S-6-Q 34652.87 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16568.21 Day 35 Yes 159.28 <7 Days S-7-Q 17102.31 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29415.29 Day 35 Yes 824.08 7-30 Days E-1-Q 30194.54 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37951.64 Day 35 No 1747.75 <7 Days E-2-Q 41255.19 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37002.45 Day 35 No 828.04 <7 Days IG-1-Q 38966.44 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21852.75 Day 35 No 555.84 31-90 Days IG-2-Q 19768.08 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33504.22 Day 35 Yes 938.14 <7 Days C-1 35008.81 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42259.04 Day 35 Yes 1115.04 <7 Days CB-4 39780.64 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33131.15 Day 35 Yes 1103.67 31-90 Days E-10 31939.80 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34740.38 Day 35 Yes 1252.42 31-90 Days E-3 37671.78 No T+0 No Yes Liberty Mortgage Services Corp. Funding