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 6029.75 121 - 150 Days Yes 32.08 <7 Days A-2 5585.09 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8127.00 121 - 150 Days Yes 269.74 7-30 Days A-3 8718.42 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33613.67 121 - 150 Days Yes 1536.82 7-30 Days A-4 34007.72 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31966.60 121 - 150 Days Yes 820.84 7-30 Days A-5 34352.92 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35054.11 121 - 150 Days Yes 1394.71 31-90 Days CB-1 35874.21 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10588.49 121 - 150 Days Yes 23.11 31-90 Days CB-2 9649.36 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36491.66 121 - 150 Days Yes 1637.69 31-90 Days CB-3 34483.37 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33988.96 121 - 150 Days No 1290.08 <7 Days E-1 31044.40 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36762.85 121 - 150 Days No 1692.73 <7 Days E-2 33351.25 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3410.88 121 - 150 Days Yes 165.65 7-30 Days G-1 3186.48 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20769.25 121 - 150 Days No 128.18 7-30 Days G-2 19777.37 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28854.28 121 - 150 Days No 984.82 7-30 Days G-3 29701.00 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20165.63 121 - 150 Days Yes 781.40 7-30 Days IG-1 20706.50 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11181.90 121 - 150 Days Yes 223.54 31-90 Days IG-2 12270.89 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24736.14 121 - 150 Days Yes 459.28 7-30 Days S-1 27137.15 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16888.02 121 - 150 Days Yes 60.77 <7 Days S-2 18240.37 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6898.06 121 - 150 Days No 204.07 31-90 Days S-3 7556.64 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34785.76 121 - 150 Days Yes 68.49 31-90 Days S-4 34463.99 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32489.97 121 - 150 Days Yes 335.93 31-90 Days S-5 33580.12 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 698.34 121 - 150 Days No 17.47 7-30 Days S-6 694.41 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35378.60 121 - 150 Days No 731.16 7-30 Days S-7 37158.86 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37014.53 151 - 179 Days No 1614.02 31-90 Days A-0-Q 40538.43 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3551.07 151 - 179 Days No 20.81 31-90 Days A-1-Q 3452.35 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11977.30 151 - 179 Days No 285.38 <7 Days A-2-Q 12425.89 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24155.82 151 - 179 Days No 500.63 <7 Days A-3-Q 24511.01 No T+2 Yes No Trading