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 2151.58 Day 28 No 28.07 31-90 Days E-1 2188.75 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31782.23 Day 28 No 306.62 31-90 Days E-2 29460.89 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23179.67 Day 28 No 604.61 <7 Days G-1 21877.34 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12545.32 Day 28 No 82.00 7-30 Days G-2 13675.32 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28160.95 Day 28 Yes 1354.08 7-30 Days G-3 30151.71 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24871.48 Day 28 Yes 436.71 <7 Days IG-1 23529.62 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35102.56 Day 28 No 571.76 <7 Days IG-2 36892.54 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4876.65 Day 28 No 33.98 31-90 Days S-1 4730.53 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35918.55 Day 28 Yes 71.01 <7 Days S-2 38475.22 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25280.70 Day 28 Yes 607.45 <7 Days S-3 23477.15 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34683.78 Day 28 Yes 851.17 <7 Days S-4 33918.67 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39936.93 Day 28 No 1358.91 <7 Days S-5 41864.24 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37523.61 Day 28 Yes 1457.92 <7 Days S-6 38600.22 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20265.60 Day 28 No 908.23 7-30 Days S-7 19807.48 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30596.83 Day 29 Yes 295.42 7-30 Days A-0-Q 30691.60 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37212.44 Day 29 No 291.65 31-90 Days A-1-Q 36344.38 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19527.59 Day 29 Yes 773.82 7-30 Days A-2-Q 19032.76 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29054.65 Day 29 Yes 213.15 31-90 Days A-3-Q 30126.40 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18354.61 Day 29 No 139.64 7-30 Days A-4-Q 18300.06 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10453.03 Day 29 Yes 52.20 31-90 Days A-5-Q 9433.26 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21758.03 Day 29 Yes 164.40 <7 Days CB-1-Q 22235.44 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32119.76 Day 29 Yes 784.69 31-90 Days CB-2-Q 31748.07 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38637.93 Day 29 Yes 360.95 7-30 Days S-1-Q 35070.07 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42513.47 Day 29 No 1570.88 7-30 Days S-2-Q 38811.31 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26702.55 Day 29 No 79.30 31-90 Days S-3-Q 29302.37 No T+2 No No Trading