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 42165.67 Day 22 Yes 1609.09 <7 Days IG-3 44163.97 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1025.85 Day 22 Yes 37.56 7-30 Days IG-4 980.82 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9021.62 Day 22 Yes 235.77 7-30 Days IG-5 8453.87 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31401.49 Day 22 Yes 643.72 <7 Days IG-6 28440.28 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25254.09 Day 22 Yes 450.66 31-90 Days IG-7 26337.49 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14450.00 Day 22 No 46.69 7-30 Days IG-8 15237.79 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5333.66 Day 22 Yes 202.02 7-30 Days L-1 5132.40 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14797.80 Day 22 Yes 573.62 7-30 Days L-10 15901.05 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20842.85 Day 22 Yes 568.20 31-90 Days L-11 21307.40 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27143.23 Day 22 No 132.34 <7 Days L-2 26272.43 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30396.03 Day 22 Yes 114.84 <7 Days L-3 33340.16 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23757.86 Day 22 Yes 761.19 7-30 Days L-4 25527.77 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27570.88 Day 22 Yes 781.24 31-90 Days L-5 25241.21 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6705.54 Day 22 No 153.33 7-30 Days L-6 6055.62 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19497.81 Day 22 No 350.05 <7 Days L-7 21297.29 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16865.05 Day 22 Yes 790.03 7-30 Days L-8 17610.65 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41963.04 Day 22 Yes 571.12 7-30 Days L-9 39728.36 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35723.97 Day 22 No 1599.62 <7 Days LC-1 38555.73 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15457.02 Day 22 Yes 413.96 <7 Days LC-2 15996.89 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19171.35 Day 22 Yes 329.09 31-90 Days N-1 19972.51 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38958.51 Day 22 Yes 1223.81 <7 Days N-2 42514.17 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41895.94 Day 22 No 1150.65 7-30 Days N-3 41892.72 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14057.96 Day 22 No 673.20 31-90 Days N-4 13636.92 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42793.71 Day 22 Yes 1466.49 <7 Days N-5 40292.31 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28138.65 Day 22 No 740.36 31-90 Days N-6 25587.08 No T+2 Yes Yes Liberty Wealth Management LLC Treasury