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 3314.16 Day 12 No 136.44 31-90 Days L-8 3231.67 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39201.16 Day 12 No 322.41 <7 Days L-9 38004.50 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25244.38 Day 12 No 375.42 31-90 Days LC-1 26243.23 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1085.65 Day 12 No 6.35 7-30 Days LC-2 1011.56 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6750.13 Day 12 Yes 33.69 31-90 Days N-1 6406.18 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37956.53 Day 12 No 108.49 7-30 Days N-2 39453.38 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12332.86 Day 12 No 201.83 31-90 Days N-3 12242.62 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38459.62 Day 12 Yes 1807.09 <7 Days N-4 40926.18 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26482.08 Day 12 No 719.00 7-30 Days N-5 27741.17 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2509.83 Day 12 Yes 60.27 7-30 Days N-6 2638.69 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37887.29 Day 12 No 164.91 <7 Days N-7 35177.94 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32003.96 Day 12 No 1057.93 31-90 Days P-1 32070.17 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12501.81 Day 12 Yes 287.89 31-90 Days P-2 11318.02 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39993.82 Day 12 Yes 1613.38 7-30 Days S-8 41056.62 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18775.37 Day 12 Yes 527.64 7-30 Days Y-1 18846.52 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27044.29 Day 12 Yes 1145.98 31-90 Days Y-2 29319.27 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42028.19 Day 12 Yes 1334.54 31-90 Days Y-3 45791.74 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43048.07 Day 12 Yes 1191.95 <7 Days Y-4 44095.64 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13119.45 Day 12 Yes 124.13 <7 Days Z-1 12516.27 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39684.80 Day 12 Yes 445.78 31-90 Days A-2 37536.90 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29578.85 Day 12 Yes 319.53 7-30 Days A-3 30918.21 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8710.28 Day 12 Yes 170.52 <7 Days A-4 8027.07 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23418.94 Day 12 No 138.49 7-30 Days A-5 21339.25 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35219.93 Day 12 Yes 617.92 31-90 Days CB-1 34623.19 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40915.04 Day 12 Yes 382.28 31-90 Days CB-2 40320.67 Yes T+1 No No Funding