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 34001.54 Day 2 No 402.63 31-90 Days IG-8 36010.87 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9930.01 Day 2 Yes 302.21 <7 Days L-1 10337.87 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32381.58 Day 2 Yes 116.40 31-90 Days L-10 31586.43 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37587.67 Day 2 Yes 837.09 <7 Days L-11 41231.85 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4237.45 Day 2 No 174.76 31-90 Days L-2 3975.21 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13226.56 Day 2 No 475.80 31-90 Days L-3 13354.93 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34605.67 Day 2 No 103.80 <7 Days L-4 35988.21 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7729.99 Day 2 Yes 358.22 <7 Days L-5 7085.94 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10650.31 Day 2 Yes 374.95 31-90 Days L-6 10100.22 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1867.88 Day 2 No 65.12 31-90 Days L-7 1744.82 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6534.61 Day 2 No 104.41 <7 Days L-8 6171.49 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43369.88 Day 2 Yes 1853.60 <7 Days L-9 41182.08 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20013.61 Day 2 Yes 551.02 31-90 Days LC-1 19522.99 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25926.84 Day 2 Yes 1166.80 7-30 Days LC-2 23930.10 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40185.97 Day 2 Yes 1161.86 7-30 Days N-1 42721.58 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5272.28 Day 2 Yes 73.84 31-90 Days N-2 5352.79 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 292.66 Day 2 No 10.21 31-90 Days N-3 291.20 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24643.12 Day 2 No 256.72 31-90 Days N-4 25667.73 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23987.78 Day 2 No 752.82 7-30 Days N-5 22113.09 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2309.28 Day 2 Yes 84.79 31-90 Days N-6 2303.28 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26281.21 Day 2 No 782.79 31-90 Days N-7 28314.68 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36227.06 Day 2 No 318.46 <7 Days P-1 35723.21 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21028.42 Day 2 Yes 967.60 31-90 Days P-2 22049.59 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23838.75 Day 2 Yes 289.33 <7 Days S-8 26199.96 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39464.97 Day 2 Yes 277.45 <7 Days Y-1 40260.93 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury