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 Yes 30207.39 Day 5 Yes 1217.45 <7 Days CB-1 31119.32 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26517.03 Day 5 No 582.41 <7 Days CB-2 24827.03 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36841.80 Day 5 Yes 988.96 31-90 Days CB-3 39566.88 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18182.03 Day 5 Yes 151.25 <7 Days E-1 19021.24 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2222.56 Day 5 Yes 22.17 7-30 Days E-2 2042.81 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26931.49 Day 5 Yes 1256.30 <7 Days G-1 24436.39 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34256.85 Day 5 Yes 1676.59 7-30 Days G-2 35492.41 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7067.73 Day 5 Yes 217.26 7-30 Days G-3 6814.21 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7450.11 Day 5 Yes 298.51 31-90 Days IG-1 7035.42 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2704.80 Day 5 No 37.01 7-30 Days IG-2 2919.44 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14700.44 Day 5 Yes 482.41 31-90 Days S-1 13979.37 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27180.08 Day 5 Yes 500.45 31-90 Days S-2 26824.86 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33250.36 Day 5 Yes 192.84 31-90 Days S-3 31855.52 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26302.38 Day 5 No 202.29 <7 Days S-4 28382.62 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23576.52 Day 5 No 61.49 <7 Days S-5 21942.77 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32686.28 Day 5 No 445.89 31-90 Days S-6 35451.98 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18091.09 Day 5 Yes 615.90 31-90 Days S-7 19763.29 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1101.10 Day 6 No 45.63 <7 Days A-0-Q 1000.41 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32944.58 Day 6 No 1023.39 31-90 Days A-1-Q 33641.11 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16838.87 Day 6 Yes 404.64 7-30 Days A-2-Q 17450.25 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2745.70 Day 6 Yes 43.80 31-90 Days A-3-Q 2797.33 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33696.52 Day 6 No 1415.87 7-30 Days A-4-Q 36439.25 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6898.59 Day 6 No 44.10 31-90 Days A-5-Q 7219.72 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43958.89 Day 6 Yes 1074.18 31-90 Days CB-1-Q 42095.61 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8920.63 Day 6 Yes 385.40 7-30 Days CB-2-Q 9159.73 No T+2 No Yes Liberty International Finance Ltd. Funding