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 33403.14 Day 41 Yes 542.50 <7 Days S-7-Q 36154.79 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41961.31 Day 41 No 1921.93 <7 Days E-1-Q 39939.50 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37842.92 Day 41 Yes 1376.15 31-90 Days E-2-Q 38009.58 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17616.59 Day 41 Yes 319.28 7-30 Days IG-1-Q 17424.82 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27855.08 Day 41 Yes 829.84 31-90 Days IG-2-Q 25307.12 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34381.33 Day 41 No 1392.56 7-30 Days C-1 35954.33 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18273.72 Day 41 Yes 696.42 31-90 Days CB-4 19725.74 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14110.02 Day 41 No 523.69 31-90 Days E-10 13135.19 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38613.31 Day 41 Yes 1313.64 31-90 Days E-3 39265.64 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33195.65 Day 41 No 1204.28 7-30 Days E-4 31711.43 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13287.79 Day 41 Yes 124.79 <7 Days E-5 14092.86 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41437.14 Day 41 No 978.68 <7 Days E-6 42691.53 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5387.65 Day 41 No 5.72 <7 Days E-7 5112.32 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18478.18 Day 41 Yes 540.02 <7 Days E-8 19326.10 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38695.73 Day 41 Yes 1513.49 <7 Days E-9 42046.68 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31389.60 Day 41 Yes 696.30 <7 Days G-4 30603.27 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5450.29 Day 41 Yes 107.99 7-30 Days IG-3 5827.25 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40138.22 Day 41 No 695.66 31-90 Days IG-4 42378.80 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31183.22 Day 41 No 984.67 31-90 Days IG-5 28079.49 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26227.37 Day 41 No 484.98 7-30 Days IG-6 27550.39 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29089.12 Day 41 Yes 707.07 <7 Days IG-7 30123.68 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39952.08 Day 41 Yes 1499.03 7-30 Days IG-8 36609.35 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14628.71 Day 41 No 468.29 <7 Days L-1 14109.22 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20130.70 Day 41 Yes 224.96 7-30 Days L-10 20004.87 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38373.78 Day 41 Yes 1107.91 31-90 Days L-11 36432.85 No T+1 Yes Yes Liberty Capital Markets Inc. Trading