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 17457.37 Day 8 No 695.66 31-90 Days N-3 19061.85 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4600.77 Day 8 Yes 216.91 7-30 Days N-4 4682.52 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19835.82 Day 8 Yes 943.55 7-30 Days N-5 19443.63 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18974.10 Day 8 No 357.87 31-90 Days N-6 20239.68 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29753.42 Day 8 Yes 693.27 31-90 Days N-7 29259.26 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34389.82 Day 8 No 942.50 31-90 Days P-1 32787.49 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5551.37 Day 8 Yes 73.82 31-90 Days P-2 5963.03 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35495.34 Day 8 No 1623.46 7-30 Days S-8 36036.63 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11572.05 Day 8 No 447.77 7-30 Days Y-1 11886.37 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39109.82 Day 8 Yes 1496.32 31-90 Days Y-2 36994.77 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9905.82 Day 8 Yes 182.04 31-90 Days Y-3 9510.44 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9856.94 Day 8 Yes 265.82 <7 Days Y-4 10184.47 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43416.74 Day 8 Yes 141.06 <7 Days Z-1 41375.57 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3624.83 Day 8 Yes 51.07 31-90 Days A-2 3521.28 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6356.96 Day 8 Yes 117.93 31-90 Days A-3 5961.67 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 92.85 Day 8 No 3.51 31-90 Days A-4 99.17 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31027.44 Day 8 Yes 953.87 7-30 Days A-5 29665.94 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16312.95 Day 8 No 337.39 7-30 Days CB-1 17917.42 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40826.26 Day 8 Yes 654.70 7-30 Days CB-2 39613.83 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34651.87 Day 8 No 1150.07 31-90 Days CB-3 32871.59 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42432.32 Day 8 No 627.10 <7 Days E-1 44725.21 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36162.90 Day 8 No 804.72 <7 Days E-2 36047.03 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6274.55 Day 8 No 208.39 7-30 Days G-1 6866.42 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13628.78 Day 8 No 3.70 <7 Days G-2 14313.86 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 187.81 Day 8 Yes 1.52 7-30 Days G-3 187.04 Yes T+0 No Yes Liberty Capital Markets Inc. Funding