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 9612.52 Day 54 Yes 138.60 7-30 Days IG-5 9851.13 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21371.83 Day 54 No 1044.23 31-90 Days IG-6 22386.95 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34490.68 Day 54 No 1438.92 31-90 Days IG-7 35490.82 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23980.75 Day 54 Yes 42.95 31-90 Days IG-8 22157.94 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8923.64 Day 54 Yes 338.65 7-30 Days L-1 8336.20 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12638.56 Day 54 No 414.38 <7 Days L-10 12346.83 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14776.53 Day 54 No 323.56 <7 Days L-11 14295.35 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37711.42 Day 54 No 1788.88 7-30 Days L-2 39161.34 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5373.97 Day 54 No 136.43 31-90 Days L-3 5719.78 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43079.62 Day 54 No 1093.91 31-90 Days L-4 45118.01 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18041.47 Day 54 No 869.27 <7 Days L-5 16727.60 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34263.45 Day 54 No 1594.27 31-90 Days L-6 30915.26 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27732.81 Day 54 Yes 450.98 7-30 Days L-7 28950.35 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26769.38 Day 54 No 1115.89 31-90 Days L-8 26217.74 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22051.69 Day 54 Yes 257.86 7-30 Days L-9 22819.61 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11392.25 Day 54 No 247.24 <7 Days LC-1 12422.70 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43406.93 Day 54 No 311.41 31-90 Days LC-2 42652.78 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15630.78 Day 54 Yes 677.73 31-90 Days N-1 14304.37 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15037.80 Day 54 Yes 610.50 <7 Days N-2 16194.65 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43305.38 Day 54 Yes 1743.63 <7 Days N-3 39441.19 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17336.11 Day 54 Yes 230.50 31-90 Days N-4 16575.34 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3663.26 Day 54 Yes 73.31 <7 Days N-5 3962.65 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17556.85 Day 54 Yes 668.69 7-30 Days N-6 17201.51 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14307.88 Day 54 No 638.50 7-30 Days N-7 14164.00 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35914.22 Day 54 No 1575.18 <7 Days P-1 36974.26 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance