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 13392.81 Day 26 No 650.86 <7 Days A-3-Q 14381.57 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43464.14 Day 26 Yes 1935.62 31-90 Days A-4-Q 40499.12 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15353.34 Day 26 No 405.47 31-90 Days A-5-Q 14011.94 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7708.55 Day 26 No 192.91 7-30 Days CB-1-Q 7907.26 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16114.20 Day 26 No 261.62 31-90 Days CB-2-Q 17201.60 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37041.46 Day 26 Yes 1048.84 31-90 Days S-1-Q 37736.74 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38940.43 Day 26 No 1803.61 <7 Days S-2-Q 42480.89 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17372.28 Day 26 Yes 160.19 7-30 Days S-3-Q 18487.04 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7668.79 Day 26 No 163.31 7-30 Days S-4-Q 7621.90 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30526.13 Day 26 Yes 1241.97 7-30 Days CB-3-Q 32175.48 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31941.72 Day 26 No 451.36 7-30 Days G-1-Q 30116.21 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19304.42 Day 26 No 561.20 31-90 Days G-2-Q 18614.80 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2126.20 Day 26 Yes 28.24 31-90 Days G-3-Q 1930.62 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40588.29 Day 26 No 1439.59 7-30 Days S-5-Q 41298.94 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25764.83 Day 26 Yes 1150.88 7-30 Days S-6-Q 25687.20 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12842.95 Day 26 Yes 394.59 31-90 Days S-7-Q 12378.92 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37058.42 Day 26 Yes 987.29 31-90 Days E-1-Q 34657.34 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9265.25 Day 26 No 210.83 31-90 Days E-2-Q 9163.15 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22304.55 Day 26 Yes 1002.48 7-30 Days IG-1-Q 20702.50 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12771.48 Day 26 No 423.96 7-30 Days IG-2-Q 12472.33 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26748.26 Day 26 No 1058.52 <7 Days C-1 26798.22 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40653.12 Day 26 Yes 289.86 <7 Days CB-4 42742.30 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17152.22 Day 26 Yes 565.31 31-90 Days E-10 18237.40 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34419.95 Day 26 Yes 1617.79 31-90 Days E-3 32735.34 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7798.56 Day 26 Yes 266.31 7-30 Days E-4 8180.89 Yes T+2 No Yes Liberty Capital Markets Inc. Funding