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 13629.48 Day 24 No 505.05 31-90 Days E-8 12322.46 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41330.83 Day 24 No 223.32 <7 Days E-9 45174.18 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15922.51 Day 24 Yes 559.68 <7 Days G-4 15754.38 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32744.92 Day 24 Yes 323.49 <7 Days IG-3 30273.48 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22992.70 Day 24 Yes 1055.58 31-90 Days IG-4 22191.64 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22014.08 Day 24 No 362.65 31-90 Days IG-5 21826.97 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3797.59 Day 24 No 139.47 <7 Days IG-6 3609.66 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16989.63 Day 24 Yes 485.68 7-30 Days IG-7 15905.93 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28977.37 Day 24 No 562.15 31-90 Days IG-8 27567.99 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3664.07 Day 24 No 82.69 7-30 Days L-1 3774.75 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38995.96 Day 24 No 141.76 <7 Days L-10 39841.36 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28446.46 Day 24 Yes 787.97 <7 Days L-11 30022.81 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24066.84 Day 24 Yes 499.42 31-90 Days L-2 23387.21 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12968.96 Day 24 No 341.92 <7 Days L-3 13079.97 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22193.74 Day 24 Yes 721.98 7-30 Days L-4 23732.20 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39699.25 Day 24 Yes 464.09 7-30 Days L-5 40098.13 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21534.96 Day 24 No 218.14 31-90 Days L-6 20479.30 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9185.96 Day 24 Yes 163.25 31-90 Days L-7 8618.34 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 471.12 Day 24 Yes 17.81 7-30 Days L-8 510.88 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3097.66 Day 24 No 26.67 31-90 Days L-9 3355.81 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19704.94 Day 24 No 198.72 7-30 Days LC-1 21618.76 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28224.84 Day 24 Yes 944.21 31-90 Days LC-2 25783.17 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11546.08 Day 24 No 377.86 31-90 Days N-1 12148.44 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42157.62 Day 24 Yes 666.78 7-30 Days N-2 40014.25 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16276.54 Day 24 No 736.23 <7 Days N-3 17074.95 No T+2 No No Trading