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 37548.50 Day 26 No 1143.72 31-90 Days G-2 37018.78 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18145.45 Day 26 No 557.23 7-30 Days G-3 18913.93 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21447.31 Day 26 Yes 73.29 7-30 Days IG-1 19429.72 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35322.10 Day 26 Yes 1441.86 7-30 Days IG-2 35504.30 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28500.61 Day 26 No 141.52 <7 Days S-1 27476.84 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37525.73 Day 26 Yes 934.94 <7 Days S-2 35626.95 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36514.60 Day 26 No 1337.02 7-30 Days S-3 33292.58 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16236.33 Day 26 Yes 463.45 7-30 Days S-4 15852.11 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15353.26 Day 26 No 137.73 31-90 Days S-5 15675.01 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13057.65 Day 26 No 174.83 7-30 Days S-6 13142.21 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29333.48 Day 26 No 767.16 7-30 Days S-7 31244.92 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41286.10 Day 27 Yes 1434.79 7-30 Days A-0-Q 41083.39 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21609.98 Day 27 No 918.14 7-30 Days A-1-Q 23088.36 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23624.15 Day 27 No 506.01 31-90 Days A-2-Q 21917.96 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13508.74 Day 27 No 253.94 7-30 Days A-3-Q 13166.36 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11828.89 Day 27 No 184.40 7-30 Days A-4-Q 10999.39 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3011.31 Day 27 No 52.25 <7 Days A-5-Q 2875.87 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37396.12 Day 27 No 2.79 7-30 Days CB-1-Q 40493.08 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 87.93 Day 27 No 0.42 7-30 Days CB-2-Q 85.76 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22128.74 Day 27 Yes 157.16 31-90 Days S-1-Q 23541.51 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23226.50 Day 27 Yes 363.18 <7 Days S-2-Q 25309.80 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40292.56 Day 27 Yes 237.58 <7 Days S-3-Q 40945.88 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36583.73 Day 27 Yes 365.07 31-90 Days S-4-Q 35839.73 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30930.01 Day 27 No 1395.49 <7 Days CB-3-Q 28841.41 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3989.90 Day 27 Yes 155.67 <7 Days G-1-Q 4182.86 Yes T+2 Yes No Securities Finance