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 35576.49 Day 60 No 995.28 31-90 Days E-4 39120.18 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13343.02 Day 60 No 374.73 31-90 Days E-5 13824.57 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29537.76 Day 60 Yes 1158.35 7-30 Days E-6 31183.09 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7534.24 Day 60 Yes 78.97 <7 Days E-7 7906.71 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33436.80 Day 60 No 1188.58 31-90 Days E-8 30320.52 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33997.74 Day 60 No 1265.78 <7 Days E-9 32244.08 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18980.57 Day 60 Yes 34.02 7-30 Days G-4 17188.48 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22230.52 Day 60 Yes 190.12 7-30 Days IG-3 22105.44 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36168.41 Day 60 No 1169.82 31-90 Days IG-4 35078.94 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4846.21 Day 60 No 201.68 <7 Days IG-5 4717.02 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33673.90 Day 60 No 1212.14 31-90 Days IG-6 30530.74 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14225.31 Day 60 Yes 436.43 <7 Days IG-7 13918.99 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23676.37 Day 60 Yes 220.70 31-90 Days IG-8 23742.33 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14364.35 Day 60 Yes 386.78 <7 Days L-1 15501.70 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43767.82 Day 60 No 1712.80 <7 Days L-10 45306.19 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33017.55 Day 60 No 504.89 7-30 Days L-11 33957.34 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21920.61 Day 60 Yes 828.73 31-90 Days L-2 22168.29 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38604.37 Day 60 No 794.91 <7 Days L-3 42246.37 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44084.47 Day 60 No 683.33 7-30 Days L-4 39793.02 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33130.38 Day 60 No 581.92 <7 Days L-5 32148.97 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39224.83 Day 60 No 728.37 31-90 Days L-6 36539.40 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9967.79 Day 60 Yes 235.76 <7 Days L-7 9931.21 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10250.42 Day 60 Yes 214.56 <7 Days L-8 9766.82 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1269.41 Day 60 No 52.97 <7 Days L-9 1250.52 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13197.24 Day 60 Yes 68.25 7-30 Days LC-1 14474.27 Yes T+0 Yes No Trading