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 2033.27 91 - 120 Days No 80.72 7-30 Days S-1 2067.25 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16100.85 91 - 120 Days Yes 45.33 7-30 Days S-2 15695.21 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34073.71 91 - 120 Days No 662.92 31-90 Days S-3 35580.38 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29954.22 91 - 120 Days No 439.49 31-90 Days S-4 30141.61 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30669.81 91 - 120 Days No 860.41 7-30 Days S-5 30358.86 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38629.93 91 - 120 Days No 174.22 <7 Days S-6 38510.82 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7988.83 91 - 120 Days Yes 79.07 7-30 Days S-7 7683.62 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26153.71 121 - 150 Days No 87.89 <7 Days A-0-Q 27981.11 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2339.48 121 - 150 Days No 22.04 <7 Days A-1-Q 2248.89 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14340.18 121 - 150 Days No 171.30 31-90 Days A-2-Q 13174.59 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22932.04 121 - 150 Days Yes 494.24 7-30 Days A-3-Q 24056.45 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7179.39 121 - 150 Days Yes 183.97 7-30 Days A-4-Q 7507.60 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18672.18 121 - 150 Days No 484.06 31-90 Days A-5-Q 18678.67 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26401.99 121 - 150 Days Yes 571.04 7-30 Days CB-1-Q 26694.02 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10622.39 121 - 150 Days No 223.71 31-90 Days CB-2-Q 10687.74 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35228.99 121 - 150 Days No 217.29 7-30 Days S-1-Q 37223.04 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24479.88 121 - 150 Days Yes 585.20 31-90 Days S-2-Q 25785.19 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29201.87 121 - 150 Days Yes 923.49 31-90 Days S-3-Q 31073.80 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18279.64 121 - 150 Days No 610.56 <7 Days S-4-Q 17746.01 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4631.29 121 - 150 Days Yes 1.20 7-30 Days CB-3-Q 4789.35 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6135.69 121 - 150 Days No 6.40 <7 Days G-1-Q 5868.44 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36556.84 121 - 150 Days No 1744.59 7-30 Days G-2-Q 37114.78 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19504.16 121 - 150 Days Yes 654.72 31-90 Days G-3-Q 21258.37 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3640.34 121 - 150 Days No 5.80 31-90 Days S-5-Q 3311.80 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28091.51 121 - 150 Days No 110.35 <7 Days S-6-Q 29116.83 No T+2 Yes Yes Liberty Capital Markets Inc. Funding