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 38989.57 Day 25 Yes 227.29 31-90 Days S-6-Q 36211.14 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29510.70 Day 25 Yes 102.03 7-30 Days S-7-Q 32112.28 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35220.21 Day 25 No 1757.60 31-90 Days E-1-Q 35718.65 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36051.69 Day 25 Yes 136.02 7-30 Days E-2-Q 32705.46 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43493.24 Day 25 No 216.71 7-30 Days IG-1-Q 44350.93 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39971.22 Day 25 No 1973.82 31-90 Days IG-2-Q 43567.78 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3897.42 Day 25 Yes 190.42 7-30 Days C-1 4145.50 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10446.56 Day 25 No 397.64 <7 Days CB-4 11302.77 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15380.53 Day 25 No 583.46 7-30 Days E-10 15845.43 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29273.80 Day 25 Yes 504.37 31-90 Days E-3 26987.92 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37917.16 Day 25 No 477.75 <7 Days E-4 36614.00 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12538.60 Day 25 Yes 224.15 <7 Days E-5 13745.96 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16193.71 Day 25 No 553.53 31-90 Days E-6 17461.68 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12032.58 Day 25 Yes 137.23 7-30 Days E-7 12996.96 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20676.67 Day 25 No 831.09 31-90 Days E-8 22136.65 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7740.69 Day 25 Yes 30.47 <7 Days E-9 7415.76 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41285.84 Day 25 No 478.98 31-90 Days G-4 38212.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9403.09 Day 25 Yes 215.54 <7 Days IG-3 8615.38 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44008.97 Day 25 No 1420.76 31-90 Days IG-4 47190.88 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25848.72 Day 25 Yes 1267.51 7-30 Days IG-5 26276.61 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33417.88 Day 25 No 1432.65 7-30 Days IG-6 32878.42 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13767.24 Day 25 No 458.61 <7 Days IG-7 13178.37 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11722.87 Day 25 Yes 527.78 31-90 Days IG-8 11268.86 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12217.65 Day 25 Yes 297.97 7-30 Days L-1 12916.50 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31955.61 Day 25 Yes 1209.86 7-30 Days L-10 33210.35 No T+1 Yes No Trading