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 6045.82 Day 45 No 266.56 7-30 Days IG-6 6534.12 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23369.21 Day 45 No 589.23 7-30 Days IG-7 23832.56 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35912.67 Day 45 No 439.52 31-90 Days IG-8 37947.69 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12803.49 Day 45 Yes 119.18 7-30 Days L-1 13047.47 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2144.25 Day 45 Yes 25.15 <7 Days L-10 1993.97 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37992.04 Day 45 No 890.35 31-90 Days L-11 36333.31 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19217.42 Day 45 Yes 151.46 31-90 Days L-2 20389.17 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35550.72 Day 45 Yes 221.82 <7 Days L-3 34290.04 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5735.25 Day 45 Yes 168.80 31-90 Days L-4 5246.05 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41462.07 Day 45 No 547.35 <7 Days L-5 39707.93 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24273.03 Day 45 No 875.60 7-30 Days L-6 24327.79 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35647.31 Day 45 No 1731.37 <7 Days L-7 36767.33 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5503.68 Day 45 No 47.41 31-90 Days L-8 5202.66 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6477.68 Day 45 Yes 69.22 7-30 Days L-9 6820.46 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2886.36 Day 45 No 77.31 <7 Days LC-1 2787.82 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5390.80 Day 45 No 184.02 7-30 Days LC-2 5320.76 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30244.26 Day 45 No 1317.94 31-90 Days N-1 33201.04 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14895.19 Day 45 Yes 104.86 31-90 Days N-2 15715.44 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11936.49 Day 45 Yes 118.90 <7 Days N-3 12076.47 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15405.52 Day 45 No 253.51 31-90 Days N-4 13940.18 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38102.13 Day 45 No 562.54 7-30 Days N-5 36774.96 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15330.91 Day 45 No 114.45 31-90 Days N-6 14421.43 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42254.15 Day 45 Yes 730.06 31-90 Days N-7 41233.36 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36593.45 Day 45 Yes 683.27 31-90 Days P-1 40053.37 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5698.08 Day 45 Yes 0.01 7-30 Days P-2 6024.67 Yes T+2 No No Securities Finance