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 19881.43 Day 6 No 173.62 31-90 Days N-6 20984.22 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29607.19 Day 6 Yes 800.72 <7 Days N-7 30193.17 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23700.76 Day 6 Yes 786.14 31-90 Days P-1 22555.67 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30202.38 Day 6 Yes 800.54 7-30 Days P-2 28386.17 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2749.13 Day 6 Yes 77.78 31-90 Days S-8 2814.67 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42562.87 Day 6 Yes 1916.33 31-90 Days Y-1 45168.44 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15264.87 Day 6 Yes 555.54 <7 Days Y-2 16012.21 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29512.74 Day 6 No 1293.09 <7 Days Y-3 31838.33 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31058.70 Day 6 Yes 1335.37 31-90 Days Y-4 30229.09 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21528.81 Day 6 No 122.15 7-30 Days Z-1 23530.45 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24547.39 Day 6 No 648.40 7-30 Days A-2 23121.15 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38687.47 Day 6 Yes 727.93 <7 Days A-3 40775.66 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14436.72 Day 6 No 394.84 7-30 Days A-4 13137.77 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8605.49 Day 6 No 383.53 <7 Days A-5 7899.64 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17314.88 Day 6 No 824.23 7-30 Days CB-1 18258.41 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18923.32 Day 6 Yes 909.38 7-30 Days CB-2 17911.05 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37133.86 Day 6 Yes 1212.68 <7 Days CB-3 40282.18 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31334.11 Day 6 Yes 1245.36 <7 Days E-1 32225.16 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19556.95 Day 6 Yes 612.38 31-90 Days E-2 19744.30 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32375.31 Day 6 No 1396.99 <7 Days G-1 30924.76 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33041.93 Day 6 No 508.17 7-30 Days G-2 30612.77 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23712.23 Day 6 Yes 757.72 31-90 Days G-3 24351.07 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29866.40 Day 6 Yes 422.30 <7 Days IG-1 28951.36 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 154.56 Day 6 No 5.39 <7 Days IG-2 169.80 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5314.89 Day 6 Yes 38.50 <7 Days S-1 5555.38 No T+2 No Yes Liberty International Finance Ltd. Securities Finance