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 19672.91 68 - 74 Days No 879.66 31-90 Days L-8 21417.87 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31825.81 68 - 74 Days No 756.06 <7 Days L-9 29036.15 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25842.58 68 - 74 Days No 159.97 <7 Days LC-1 27901.44 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3454.30 68 - 74 Days Yes 23.43 31-90 Days LC-2 3397.98 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10137.03 68 - 74 Days Yes 277.62 31-90 Days N-1 10959.29 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40220.66 68 - 74 Days No 1145.04 31-90 Days N-2 39013.99 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14518.74 68 - 74 Days Yes 536.88 7-30 Days N-3 15403.24 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43319.23 68 - 74 Days Yes 836.98 <7 Days N-4 42570.65 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7943.61 68 - 74 Days No 143.39 7-30 Days N-5 8624.49 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41978.16 68 - 74 Days No 449.69 <7 Days N-6 37840.80 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19614.28 68 - 74 Days No 508.83 31-90 Days N-7 20844.68 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19672.72 68 - 74 Days No 36.21 31-90 Days P-1 21188.11 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27994.11 68 - 74 Days Yes 453.36 31-90 Days P-2 27514.12 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28762.91 68 - 74 Days No 766.95 7-30 Days S-8 28126.20 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14188.30 68 - 74 Days No 29.53 7-30 Days Y-1 15013.27 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29722.35 68 - 74 Days No 892.40 <7 Days Y-2 32115.14 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21456.96 68 - 74 Days No 386.27 <7 Days Y-3 19646.50 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 275.07 68 - 74 Days Yes 6.78 7-30 Days Y-4 264.64 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20008.41 68 - 74 Days No 918.72 7-30 Days Z-1 21846.16 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6089.73 68 - 74 Days No 240.43 <7 Days A-2 5712.38 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14177.02 68 - 74 Days Yes 642.30 7-30 Days A-3 15504.44 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15319.89 68 - 74 Days No 84.01 <7 Days A-4 13792.12 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13404.40 68 - 74 Days No 387.85 31-90 Days A-5 13401.09 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35525.72 68 - 74 Days No 1482.70 7-30 Days CB-1 33541.58 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7132.70 68 - 74 Days Yes 132.89 7-30 Days CB-2 6830.18 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury