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 10457.93 Day 11 No 185.30 <7 Days IG-7 10955.75 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22452.92 Day 11 No 517.61 31-90 Days IG-8 23446.37 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3573.64 Day 11 Yes 47.77 <7 Days L-1 3517.21 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3549.79 Day 11 Yes 54.55 31-90 Days L-10 3448.32 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30537.24 Day 11 No 877.21 <7 Days L-11 30641.31 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27751.36 Day 11 No 26.28 31-90 Days L-2 25625.98 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21061.45 Day 11 No 647.24 7-30 Days L-3 19577.93 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28712.05 Day 11 Yes 1371.29 31-90 Days L-4 31423.52 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23982.87 Day 11 Yes 390.14 31-90 Days L-5 23325.65 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36670.67 Day 11 No 857.63 7-30 Days L-6 35995.48 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19654.08 Day 11 No 503.70 7-30 Days L-7 20318.33 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16392.15 Day 11 No 653.46 <7 Days L-8 15759.24 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43916.03 Day 11 No 993.53 7-30 Days L-9 42826.69 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37417.41 Day 11 Yes 473.16 <7 Days LC-1 37275.87 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6091.70 Day 11 No 303.17 31-90 Days LC-2 6529.37 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30193.85 Day 11 No 550.79 <7 Days N-1 30342.81 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4882.19 Day 11 No 189.87 7-30 Days N-2 4705.18 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41654.55 Day 11 Yes 841.79 7-30 Days N-3 39260.29 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3795.35 Day 11 No 79.39 <7 Days N-4 4155.28 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17588.11 Day 11 No 80.39 7-30 Days N-5 18007.84 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41265.67 Day 11 Yes 692.38 31-90 Days N-6 37437.26 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28163.06 Day 11 No 1239.94 <7 Days N-7 26473.15 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9315.95 Day 11 Yes 387.81 31-90 Days P-1 10183.25 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38745.89 Day 11 Yes 352.51 7-30 Days P-2 40346.09 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13643.99 Day 11 Yes 8.99 7-30 Days S-8 13839.00 Yes T+2 No No Trading