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 5365.83 Day 58 Yes 164.93 7-30 Days E-7 5266.92 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15986.22 Day 58 Yes 523.17 <7 Days E-8 15361.03 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6628.74 Day 58 No 7.91 <7 Days E-9 6508.68 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4398.82 Day 58 Yes 153.85 7-30 Days G-4 4076.46 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26054.44 Day 58 No 483.43 31-90 Days IG-3 24118.89 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38397.16 Day 58 No 578.72 <7 Days IG-4 41408.38 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23030.90 Day 58 Yes 187.89 7-30 Days IG-5 22051.93 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7092.03 Day 58 No 150.88 <7 Days IG-6 7753.77 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14586.59 Day 58 No 450.06 31-90 Days IG-7 13329.68 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10386.56 Day 58 Yes 341.66 <7 Days IG-8 9354.97 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11992.36 Day 58 Yes 434.07 7-30 Days L-1 10968.88 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20854.35 Day 58 Yes 948.45 7-30 Days L-10 21448.54 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6598.03 Day 58 No 132.44 7-30 Days L-11 6756.90 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19793.75 Day 58 Yes 164.95 <7 Days L-2 20143.16 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6939.14 Day 58 No 38.44 31-90 Days L-3 6729.99 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43692.77 Day 58 Yes 225.08 7-30 Days L-4 40498.58 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21089.06 Day 58 No 175.90 31-90 Days L-5 22083.29 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1599.36 Day 58 Yes 33.30 31-90 Days L-6 1510.61 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41353.95 Day 58 No 672.34 31-90 Days L-7 38965.33 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40509.02 Day 58 No 1543.66 7-30 Days L-8 40771.64 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39343.74 Day 58 No 1928.13 <7 Days L-9 41660.03 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37737.88 Day 58 No 449.71 31-90 Days LC-1 35708.87 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31015.37 Day 58 Yes 918.68 <7 Days LC-2 28298.49 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4160.07 Day 58 Yes 128.08 31-90 Days N-1 4141.11 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27924.38 Day 58 No 941.23 7-30 Days N-2 25818.01 Yes T+0 No No Funding