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 16837.57 Day 15 Yes 59.60 <7 Days S-1 15904.53 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40178.11 Day 15 No 1687.86 7-30 Days S-2 38013.38 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26945.41 Day 15 Yes 943.10 <7 Days S-3 29133.78 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27627.80 Day 15 Yes 1189.13 <7 Days S-4 25055.21 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29665.80 Day 15 Yes 173.54 31-90 Days S-5 32450.56 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32719.50 Day 15 Yes 947.24 7-30 Days S-6 34051.31 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1873.63 Day 15 Yes 1.16 <7 Days S-7 1880.34 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1026.31 Day 16 Yes 5.45 31-90 Days A-0-Q 1078.55 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2306.05 Day 16 Yes 9.42 31-90 Days A-1-Q 2382.18 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2051.54 Day 16 Yes 47.34 <7 Days A-2-Q 1876.63 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3163.36 Day 16 Yes 63.31 <7 Days A-3-Q 2960.14 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29898.19 Day 16 No 944.73 7-30 Days A-4-Q 30891.82 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29071.85 Day 16 Yes 979.36 <7 Days A-5-Q 26218.03 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13095.35 Day 16 No 308.83 7-30 Days CB-1-Q 12652.45 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17177.74 Day 16 Yes 27.12 <7 Days CB-2-Q 17978.23 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42615.40 Day 16 Yes 385.08 <7 Days S-1-Q 38944.84 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23033.34 Day 16 No 741.43 31-90 Days S-2-Q 24038.59 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42850.91 Day 16 No 1045.83 7-30 Days S-3-Q 42344.88 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24789.33 Day 16 Yes 963.34 31-90 Days S-4-Q 24341.56 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22187.06 Day 16 Yes 955.67 31-90 Days CB-3-Q 23187.63 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39008.66 Day 16 Yes 4.51 7-30 Days G-1-Q 39243.76 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14546.29 Day 16 Yes 474.06 7-30 Days G-2-Q 15231.06 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5357.77 Day 16 Yes 164.76 7-30 Days G-3-Q 4894.53 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2525.80 Day 16 Yes 67.89 7-30 Days S-5-Q 2375.06 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15630.19 Day 16 No 373.70 7-30 Days S-6-Q 15160.75 No T+1 No No Treasury