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 15292.76 Day 30 Yes 9.54 31-90 Days L-6 16353.07 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29417.31 Day 30 No 261.06 <7 Days L-7 26672.75 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37500.38 Day 30 Yes 1057.12 31-90 Days L-8 40536.71 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43138.08 Day 30 No 2084.89 31-90 Days L-9 46340.13 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19881.28 Day 30 No 989.83 7-30 Days LC-1 21031.31 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36862.93 Day 30 Yes 1100.53 <7 Days LC-2 39516.85 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39150.03 Day 30 Yes 1389.74 31-90 Days N-1 35255.65 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40819.71 Day 30 No 1131.81 <7 Days N-2 36748.11 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39368.79 Day 30 No 228.46 <7 Days N-3 42663.85 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23036.09 Day 30 Yes 133.87 <7 Days N-4 20965.63 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17141.12 Day 30 Yes 696.94 31-90 Days N-5 18029.89 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4545.27 Day 30 No 69.90 31-90 Days N-6 4618.67 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22512.31 Day 30 Yes 915.52 <7 Days N-7 20584.75 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25834.97 Day 30 No 335.34 31-90 Days P-1 26986.40 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1965.39 Day 30 No 53.58 31-90 Days P-2 1874.81 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37323.30 Day 30 Yes 141.38 <7 Days S-8 39320.31 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20122.99 Day 30 Yes 867.62 7-30 Days Y-1 21933.49 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42310.45 Day 30 Yes 836.41 <7 Days Y-2 40067.85 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38850.12 Day 30 Yes 544.49 <7 Days Y-3 40294.02 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6951.80 Day 30 No 279.28 31-90 Days Y-4 6608.99 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9808.07 Day 30 No 135.62 <7 Days Z-1 9654.67 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19355.55 Day 30 Yes 270.04 <7 Days A-2 18252.70 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18416.12 Day 30 Yes 844.75 7-30 Days A-3 17496.17 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20691.32 Day 30 No 958.22 7-30 Days A-4 21684.75 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25091.51 Day 30 Yes 644.46 31-90 Days A-5 27375.28 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading