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 33383.01 Day 52 No 1469.70 7-30 Days G-2-Q 31411.89 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35255.07 Day 52 Yes 440.69 <7 Days G-3-Q 34201.36 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1194.24 Day 52 Yes 14.21 31-90 Days S-5-Q 1304.71 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27884.03 Day 52 No 1020.43 7-30 Days S-6-Q 26048.01 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24165.58 Day 52 Yes 148.58 <7 Days S-7-Q 24576.95 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12287.55 Day 52 Yes 433.88 <7 Days E-1-Q 11620.33 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22653.39 Day 52 No 53.96 31-90 Days E-2-Q 24037.87 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30547.99 Day 52 No 924.75 31-90 Days IG-1-Q 28548.29 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6123.33 Day 52 No 164.09 7-30 Days IG-2-Q 6444.01 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2237.20 Day 52 Yes 98.57 7-30 Days C-1 2367.09 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12233.81 Day 52 Yes 298.75 31-90 Days CB-4 12788.74 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4583.43 Day 52 No 183.23 7-30 Days E-10 4977.78 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40466.95 Day 52 Yes 1622.62 31-90 Days E-3 39711.11 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12545.80 Day 52 Yes 443.17 7-30 Days E-4 13399.26 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34113.77 Day 52 No 109.22 <7 Days E-5 37041.19 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10952.01 Day 52 No 321.33 7-30 Days E-6 11074.59 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30663.40 Day 52 No 1323.09 <7 Days E-7 32733.46 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38231.91 Day 52 Yes 1447.73 <7 Days E-8 41714.97 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28874.68 Day 52 No 774.06 <7 Days E-9 28175.67 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38877.20 Day 52 Yes 1038.99 <7 Days G-4 37553.42 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31773.94 Day 52 Yes 1515.07 31-90 Days IG-3 34748.62 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14484.21 Day 52 Yes 563.36 <7 Days IG-4 13790.49 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12890.20 Day 52 Yes 545.50 31-90 Days IG-5 13327.73 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29338.17 Day 52 No 1366.28 <7 Days IG-6 27356.25 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21715.88 Day 52 Yes 730.05 <7 Days IG-7 21328.26 No T+0 No No Securities Finance