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 36470.05 Day 25 Yes 1153.40 7-30 Days L-11 37502.36 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13442.64 Day 25 No 555.26 31-90 Days L-2 13097.19 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7334.22 Day 25 No 227.10 7-30 Days L-3 7995.93 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37295.12 Day 25 No 1812.64 <7 Days L-4 40243.29 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27231.72 Day 25 No 752.93 31-90 Days L-5 24600.16 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14650.47 Day 25 No 411.56 31-90 Days L-6 14608.26 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25328.95 Day 25 No 53.22 <7 Days L-7 25272.27 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19335.19 Day 25 No 159.97 <7 Days L-8 19087.36 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31045.63 Day 25 Yes 961.64 <7 Days L-9 32190.97 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19712.35 Day 25 No 688.51 <7 Days LC-1 18105.72 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44049.02 Day 25 No 1664.20 <7 Days LC-2 42571.89 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26913.70 Day 25 Yes 491.40 7-30 Days N-1 26454.07 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12793.03 Day 25 No 11.30 <7 Days N-2 13184.89 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6096.86 Day 25 No 218.49 <7 Days N-3 5616.74 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3890.30 Day 25 No 55.50 7-30 Days N-4 4187.56 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28147.04 Day 25 Yes 103.86 7-30 Days N-5 25359.31 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36909.07 Day 25 No 1391.54 31-90 Days N-6 34730.62 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10767.51 Day 25 No 249.20 7-30 Days N-7 10176.98 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28045.49 Day 25 No 274.92 31-90 Days P-1 29727.37 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39727.48 Day 25 No 1707.11 31-90 Days P-2 40821.35 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32821.53 Day 25 No 715.24 7-30 Days S-8 36080.52 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16568.95 Day 25 No 113.77 <7 Days Y-1 16473.13 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22829.40 Day 25 No 483.47 7-30 Days Y-2 23845.58 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20082.99 Day 25 Yes 306.38 7-30 Days Y-3 18085.09 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11708.37 Day 25 Yes 132.72 <7 Days Y-4 11768.97 Yes T+2 Yes No Treasury