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 36810.28 Day 34 No 213.98 <7 Days L-10 37142.50 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1651.22 Day 34 Yes 34.61 7-30 Days L-11 1531.00 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18562.18 Day 34 No 730.53 31-90 Days L-2 20296.43 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26487.34 Day 34 No 954.11 7-30 Days L-3 24361.23 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18071.12 Day 34 Yes 269.73 31-90 Days L-4 18099.30 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7933.75 Day 34 Yes 233.23 <7 Days L-5 7293.92 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4819.10 Day 34 No 8.45 <7 Days L-6 5287.79 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8964.59 Day 34 Yes 161.38 <7 Days L-7 8588.03 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9317.52 Day 34 No 239.57 7-30 Days L-8 8437.25 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35614.99 Day 34 No 337.13 <7 Days L-9 35430.97 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4392.13 Day 34 Yes 108.55 7-30 Days LC-1 4578.57 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32295.24 Day 34 No 1238.66 7-30 Days LC-2 31385.79 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11654.07 Day 34 Yes 382.64 7-30 Days N-1 11751.63 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7592.99 Day 34 No 180.08 7-30 Days N-2 8071.32 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42749.97 Day 34 No 785.21 31-90 Days N-3 43917.04 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18360.83 Day 34 Yes 239.96 7-30 Days N-4 18910.22 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7233.10 Day 34 No 320.55 7-30 Days N-5 6715.92 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16241.09 Day 34 No 429.52 <7 Days N-6 17513.91 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26460.50 Day 34 Yes 295.20 <7 Days N-7 28115.65 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13113.44 Day 34 Yes 616.61 7-30 Days P-1 12423.62 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35761.81 Day 34 Yes 33.06 31-90 Days P-2 33732.90 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12849.51 Day 34 Yes 503.11 31-90 Days S-8 11713.83 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43049.16 Day 34 Yes 638.83 <7 Days Y-1 43077.44 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8664.16 Day 34 Yes 211.53 31-90 Days Y-2 8930.01 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16717.86 Day 34 Yes 634.92 <7 Days Y-3 15354.98 No T+0 No No Treasury