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 11157.47 Day 40 No 46.49 <7 Days E-9 12233.06 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18945.49 Day 40 No 851.71 31-90 Days G-4 17214.56 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27133.46 Day 40 Yes 90.51 <7 Days IG-3 28372.96 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26577.91 Day 40 Yes 1209.17 <7 Days IG-4 27776.63 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32472.56 Day 40 No 1324.71 31-90 Days IG-5 34322.87 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7124.07 Day 40 No 274.84 <7 Days IG-6 7183.93 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39222.04 Day 40 Yes 1110.47 7-30 Days IG-7 41526.57 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38025.93 Day 40 Yes 1682.47 <7 Days IG-8 37610.25 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33638.74 Day 40 No 1445.05 <7 Days L-1 35296.27 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35616.83 Day 40 No 703.08 31-90 Days L-10 39171.84 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1797.31 Day 40 Yes 43.46 <7 Days L-11 1650.15 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35436.55 Day 40 Yes 1192.24 31-90 Days L-2 34826.34 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13587.80 Day 40 Yes 12.39 7-30 Days L-3 12821.86 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8496.77 Day 40 Yes 147.12 7-30 Days L-4 7825.78 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24157.01 Day 40 No 788.29 31-90 Days L-5 24729.98 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22644.48 Day 40 Yes 826.71 7-30 Days L-6 24548.96 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7426.61 Day 40 No 257.99 7-30 Days L-7 7765.19 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41328.14 Day 40 Yes 1754.03 31-90 Days L-8 38307.54 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25245.14 Day 40 Yes 243.20 <7 Days L-9 26000.92 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37409.62 Day 40 No 877.43 7-30 Days LC-1 34516.44 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31506.87 Day 40 No 1509.55 31-90 Days LC-2 34291.04 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41052.10 Day 40 No 797.95 7-30 Days N-1 44057.37 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38682.99 Day 40 Yes 1451.78 7-30 Days N-2 39647.06 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26003.04 Day 40 No 1222.14 31-90 Days N-3 25053.73 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7578.16 Day 40 No 103.67 <7 Days N-4 7404.29 No T+2 No Yes Liberty Mortgage Services Corp. Funding