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 33230.69 Day 45 Yes 764.49 31-90 Days S-6 32464.54 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3668.16 Day 45 No 12.29 7-30 Days S-7 3981.42 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15721.31 Day 46 Yes 419.75 <7 Days A-0-Q 15490.69 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21251.55 Day 46 No 555.83 31-90 Days A-1-Q 21993.06 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25972.94 Day 46 No 881.83 31-90 Days A-2-Q 25240.76 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32989.32 Day 46 Yes 14.26 31-90 Days A-3-Q 33732.41 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2793.03 Day 46 No 98.60 31-90 Days A-4-Q 2744.79 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16239.78 Day 46 Yes 719.21 7-30 Days A-5-Q 16548.69 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 336.30 Day 46 Yes 14.91 7-30 Days CB-1-Q 344.58 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1709.79 Day 46 No 53.79 <7 Days CB-2-Q 1770.87 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25495.24 Day 46 No 1124.15 7-30 Days S-1-Q 26342.41 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8432.50 Day 46 Yes 112.32 7-30 Days S-2-Q 8444.04 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30470.83 Day 46 No 1032.36 <7 Days S-3-Q 31241.88 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11036.69 Day 46 Yes 383.25 <7 Days S-4-Q 10611.07 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7198.18 Day 46 No 62.42 31-90 Days CB-3-Q 6643.84 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41411.92 Day 46 No 1022.03 31-90 Days G-1-Q 39756.11 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30382.32 Day 46 No 1374.52 7-30 Days G-2-Q 29800.37 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7915.04 Day 46 Yes 107.37 31-90 Days G-3-Q 8151.53 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11928.03 Day 46 No 342.98 <7 Days S-5-Q 11430.25 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1202.25 Day 46 No 26.15 31-90 Days S-6-Q 1136.43 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23644.86 Day 46 No 610.45 7-30 Days S-7-Q 25443.14 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22815.49 Day 46 Yes 778.68 <7 Days E-1-Q 21024.53 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43986.45 Day 46 Yes 426.39 7-30 Days E-2-Q 41053.26 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25436.44 Day 46 No 808.59 31-90 Days IG-1-Q 24967.79 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24482.22 Day 46 Yes 158.71 31-90 Days IG-2-Q 25046.44 No T+2 Yes No Funding