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 11612.15 Day 33 Yes 538.78 7-30 Days E-7 11131.18 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32347.55 Day 33 Yes 248.45 31-90 Days E-8 35355.67 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23159.40 Day 33 Yes 142.07 7-30 Days E-9 22954.41 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12678.09 Day 33 Yes 232.47 31-90 Days G-4 12017.94 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19337.92 Day 33 Yes 15.54 31-90 Days IG-3 19932.82 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21319.14 Day 33 No 596.88 <7 Days IG-4 20101.41 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42319.78 Day 33 No 1181.64 <7 Days IG-5 42650.23 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34920.08 Day 33 Yes 310.88 7-30 Days IG-6 37198.31 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15216.41 Day 33 No 494.79 <7 Days IG-7 14074.37 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42513.17 Day 33 No 1968.11 <7 Days IG-8 40720.17 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38923.35 Day 33 Yes 903.55 <7 Days L-1 42030.34 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8021.90 Day 33 Yes 313.34 31-90 Days L-10 7585.33 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11369.53 Day 33 No 189.71 <7 Days L-11 12354.19 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11124.49 Day 33 No 494.94 31-90 Days L-2 10723.50 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29580.41 Day 33 No 690.71 <7 Days L-3 31646.18 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14324.93 Day 33 No 23.37 7-30 Days L-4 15714.35 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43757.07 Day 33 No 34.11 <7 Days L-5 47100.10 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38183.07 Day 33 No 102.07 <7 Days L-6 38286.42 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6605.75 Day 33 No 226.35 31-90 Days L-7 7239.33 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10732.34 Day 33 No 292.28 7-30 Days L-8 10423.71 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25483.66 Day 33 Yes 655.06 7-30 Days L-9 23287.79 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13608.91 Day 33 Yes 142.80 <7 Days LC-1 14380.63 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41841.29 Day 33 No 1620.34 <7 Days LC-2 42546.40 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18811.23 Day 33 Yes 505.39 31-90 Days N-1 17505.99 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12468.33 Day 33 No 197.42 <7 Days N-2 11884.23 No T+1 No No Funding