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 29328.65 Day 58 No 470.27 31-90 Days N-3 31983.73 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36599.11 Day 58 Yes 78.28 7-30 Days N-4 36325.35 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22559.62 Day 58 No 1084.21 31-90 Days N-5 22918.99 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23332.47 Day 58 Yes 1100.63 7-30 Days N-6 22438.65 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7961.02 Day 58 No 392.14 <7 Days N-7 7893.69 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11265.54 Day 58 Yes 367.45 <7 Days P-1 10496.40 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22772.89 Day 58 No 500.53 31-90 Days P-2 22660.72 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8482.90 Day 58 Yes 344.25 7-30 Days S-8 8449.45 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16304.37 Day 58 Yes 226.89 7-30 Days Y-1 17461.55 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31456.15 Day 58 Yes 720.57 7-30 Days Y-2 31724.79 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15137.81 Day 58 No 387.07 7-30 Days Y-3 14261.81 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38975.32 Day 58 No 246.49 <7 Days Y-4 35395.03 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10689.42 Day 58 No 79.37 7-30 Days Z-1 10900.16 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41291.11 Day 58 Yes 1726.74 <7 Days A-2 39217.24 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30610.22 Day 58 Yes 1013.56 <7 Days A-3 28107.46 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31395.64 Day 58 No 951.68 <7 Days A-4 30298.19 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11193.37 Day 58 No 475.02 7-30 Days A-5 10667.16 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7642.89 Day 58 No 156.15 31-90 Days CB-1 7721.22 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43135.00 Day 58 No 2083.97 31-90 Days CB-2 44624.42 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15306.98 Day 58 Yes 123.68 7-30 Days CB-3 14093.08 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28250.55 Day 58 Yes 1133.56 31-90 Days E-1 27111.69 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19572.69 Day 58 No 359.05 7-30 Days E-2 21218.07 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33854.83 Day 58 No 1567.35 31-90 Days G-1 35388.62 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35758.44 Day 58 Yes 247.34 7-30 Days G-2 33474.93 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4697.61 Day 58 No 219.66 31-90 Days G-3 4944.63 Yes T+0 Yes No Trading