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 23743.96 Day 53 Yes 317.82 7-30 Days E-10 22748.19 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37431.87 Day 53 Yes 621.78 31-90 Days E-3 35389.37 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36339.97 Day 53 No 204.98 7-30 Days E-4 35323.74 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8851.09 Day 53 No 386.15 7-30 Days E-5 8705.12 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14973.79 Day 53 No 405.34 31-90 Days E-6 15896.42 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1394.19 Day 53 No 48.79 7-30 Days E-7 1514.11 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8096.68 Day 53 No 211.71 7-30 Days E-8 7686.51 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12132.50 Day 53 No 24.88 <7 Days E-9 11851.98 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44133.66 Day 53 No 2116.80 7-30 Days G-4 48139.82 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12218.08 Day 53 Yes 64.57 <7 Days IG-3 13382.81 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29399.86 Day 53 No 416.68 <7 Days IG-4 28783.09 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27532.16 Day 53 No 1189.31 7-30 Days IG-5 28339.46 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15552.28 Day 53 Yes 101.23 31-90 Days IG-6 14817.81 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14234.36 Day 53 Yes 687.51 31-90 Days IG-7 13151.88 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6554.03 Day 53 Yes 153.58 31-90 Days IG-8 6191.55 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36915.43 Day 53 Yes 103.61 7-30 Days L-1 39624.99 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12858.51 Day 53 No 4.16 31-90 Days L-10 14020.89 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43834.51 Day 53 Yes 1304.25 <7 Days L-11 45466.43 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3807.43 Day 53 No 184.55 31-90 Days L-2 4038.93 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33903.50 Day 53 Yes 669.51 7-30 Days L-3 31147.50 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42309.21 Day 53 No 1172.76 31-90 Days L-4 44489.37 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1408.53 Day 53 Yes 21.92 7-30 Days L-5 1272.30 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43849.56 Day 53 Yes 772.86 <7 Days L-6 41839.98 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16019.59 Day 53 Yes 73.23 31-90 Days L-7 14637.35 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31671.13 Day 53 No 942.86 31-90 Days L-8 32423.09 No T+2 Yes Yes Liberty Wealth Management LLC Funding