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 22309.42 Day 53 No 716.60 7-30 Days A-0-Q 23401.70 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11291.65 Day 53 Yes 123.44 <7 Days A-1-Q 12419.74 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22757.20 Day 53 Yes 168.69 7-30 Days A-2-Q 23365.57 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5441.36 Day 53 Yes 181.68 7-30 Days A-3-Q 5401.45 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38374.25 Day 53 Yes 1064.65 <7 Days A-4-Q 36732.80 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6270.04 Day 53 Yes 246.85 <7 Days A-5-Q 5986.08 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32691.74 Day 53 No 629.85 <7 Days CB-1-Q 35206.79 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31828.67 Day 53 Yes 791.30 31-90 Days CB-2-Q 30632.75 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11661.03 Day 53 Yes 446.07 7-30 Days S-1-Q 10965.19 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25514.68 Day 53 No 727.01 31-90 Days S-2-Q 27101.08 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 436.02 Day 53 No 5.83 <7 Days S-3-Q 435.35 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16400.41 Day 53 Yes 541.54 31-90 Days S-4-Q 17244.73 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 488.04 Day 53 Yes 7.01 <7 Days CB-3-Q 472.26 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1116.96 Day 53 Yes 50.38 7-30 Days G-1-Q 1051.52 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18431.52 Day 53 No 867.64 31-90 Days G-2-Q 17567.63 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32576.72 Day 53 Yes 122.77 7-30 Days G-3-Q 31626.38 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15470.59 Day 53 No 5.72 <7 Days S-5-Q 14843.62 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37822.79 Day 53 No 1868.58 <7 Days S-6-Q 36794.75 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41842.90 Day 53 No 583.24 <7 Days S-7-Q 41258.04 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8949.04 Day 53 Yes 183.82 31-90 Days E-1-Q 9221.90 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36699.24 Day 53 Yes 1188.77 31-90 Days E-2-Q 36642.68 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27162.21 Day 53 No 920.89 7-30 Days IG-1-Q 28487.34 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4377.69 Day 53 No 58.06 31-90 Days IG-2-Q 4208.29 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22874.48 Day 53 Yes 673.06 7-30 Days C-1 22668.20 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22020.94 Day 53 Yes 324.02 7-30 Days CB-4 22956.60 No T+0 Yes Yes Liberty Capital Markets Inc. Trading