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 38880.08 Day 36 Yes 1826.81 31-90 Days IG-7 35698.80 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38218.90 Day 36 Yes 33.24 <7 Days IG-8 40406.07 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26132.90 Day 36 No 335.09 7-30 Days L-1 28135.40 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30171.09 Day 36 Yes 950.86 <7 Days L-10 27899.21 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41114.03 Day 36 No 1819.90 31-90 Days L-11 42329.45 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15832.94 Day 36 Yes 579.85 31-90 Days L-2 16001.32 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17874.94 Day 36 No 694.87 7-30 Days L-3 18917.03 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34168.48 Day 36 No 598.59 31-90 Days L-4 34135.66 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23855.44 Day 36 Yes 737.44 7-30 Days L-5 24511.42 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30585.31 Day 36 No 893.12 <7 Days L-6 28162.84 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24335.47 Day 36 No 1.40 31-90 Days L-7 24588.25 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27627.44 Day 36 No 467.95 7-30 Days L-8 29306.55 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26595.66 Day 36 No 482.78 7-30 Days L-9 26485.11 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17152.60 Day 36 No 749.14 31-90 Days LC-1 18634.33 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40595.92 Day 36 No 1817.79 <7 Days LC-2 37255.03 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17191.55 Day 36 No 830.07 7-30 Days N-1 17712.24 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31804.23 Day 36 No 1232.33 <7 Days N-2 34864.09 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2897.95 Day 36 No 58.40 <7 Days N-3 2969.00 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14638.53 Day 36 No 341.64 <7 Days N-4 14655.47 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4273.02 Day 36 Yes 6.51 31-90 Days N-5 4333.21 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24886.33 Day 36 No 607.68 <7 Days N-6 26287.57 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22749.12 Day 36 Yes 103.82 <7 Days N-7 22412.91 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37804.70 Day 36 No 1633.82 31-90 Days P-1 40100.06 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8993.62 Day 36 Yes 264.69 7-30 Days P-2 9436.97 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21216.42 Day 36 Yes 8.79 7-30 Days S-8 22851.76 No T+2 Yes No Funding