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 38841.84 Day 44 Yes 1526.09 31-90 Days A-1-Q 36324.34 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37033.37 Day 44 Yes 1049.70 <7 Days A-2-Q 40575.01 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35027.38 Day 44 Yes 670.71 31-90 Days A-3-Q 35127.31 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8340.12 Day 44 No 247.69 7-30 Days A-4-Q 9112.74 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10111.10 Day 44 No 362.79 <7 Days A-5-Q 10565.28 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37772.72 Day 44 Yes 671.45 7-30 Days CB-1-Q 38093.15 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3873.24 Day 44 No 153.35 7-30 Days CB-2-Q 3722.18 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35036.89 Day 44 Yes 882.73 <7 Days S-1-Q 35587.42 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32356.44 Day 44 Yes 1393.93 31-90 Days S-2-Q 29851.85 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26594.29 Day 44 Yes 148.24 <7 Days S-3-Q 24052.04 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2933.74 Day 44 No 104.07 7-30 Days S-4-Q 2906.39 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4060.76 Day 44 No 27.01 7-30 Days CB-3-Q 4110.83 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18573.54 Day 44 No 595.06 31-90 Days G-1-Q 17007.56 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27854.12 Day 44 No 1164.97 <7 Days G-2-Q 30154.57 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26825.48 Day 44 Yes 343.10 31-90 Days G-3-Q 24784.57 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28028.87 Day 44 Yes 1164.43 7-30 Days S-5-Q 25592.40 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40147.28 Day 44 Yes 1142.11 <7 Days S-6-Q 39173.60 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13986.98 Day 44 Yes 648.77 7-30 Days S-7-Q 12740.06 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18424.32 Day 44 Yes 874.12 7-30 Days E-1-Q 20042.06 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21617.08 Day 44 No 481.63 7-30 Days E-2-Q 22544.14 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31513.81 Day 44 Yes 813.52 31-90 Days IG-1-Q 33295.83 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11845.58 Day 44 No 255.76 <7 Days IG-2-Q 12924.40 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33582.13 Day 44 Yes 240.05 <7 Days C-1 34588.18 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16892.31 Day 44 Yes 752.19 7-30 Days CB-4 17412.44 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39699.97 Day 44 No 106.44 <7 Days E-10 39829.00 Yes T+2 No No Funding