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 37720.58 Day 48 No 330.30 <7 Days A-4 35866.31 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5518.73 Day 48 No 96.85 31-90 Days A-5 5910.47 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28092.01 Day 48 No 134.66 31-90 Days CB-1 29754.97 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29341.78 Day 48 Yes 819.00 7-30 Days CB-2 31580.21 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30711.58 Day 48 Yes 751.42 <7 Days CB-3 30263.20 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13470.51 Day 48 No 482.24 7-30 Days E-1 13252.29 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5785.38 Day 48 Yes 245.88 <7 Days E-2 6029.33 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24633.20 Day 48 No 857.90 31-90 Days G-1 24836.49 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19705.68 Day 48 Yes 671.47 <7 Days G-2 18957.41 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41482.30 Day 48 Yes 1216.08 <7 Days G-3 45136.22 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22628.13 Day 48 No 326.40 7-30 Days IG-1 20627.57 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8926.20 Day 48 Yes 361.10 <7 Days IG-2 8442.71 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15905.82 Day 48 Yes 236.14 7-30 Days S-1 14642.16 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27102.34 Day 48 No 585.70 7-30 Days S-2 26445.50 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36134.09 Day 48 Yes 1614.73 7-30 Days S-3 36529.22 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12210.52 Day 48 No 83.27 7-30 Days S-4 12594.76 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2571.85 Day 48 Yes 74.74 7-30 Days S-5 2589.21 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41011.29 Day 48 No 184.51 7-30 Days S-6 41431.19 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8467.00 Day 48 No 323.43 31-90 Days S-7 7868.62 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27728.86 Day 49 Yes 383.70 <7 Days A-0-Q 29722.77 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38083.22 Day 49 No 334.11 7-30 Days A-1-Q 35505.16 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18970.08 Day 49 Yes 93.25 31-90 Days A-2-Q 18764.68 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12745.38 Day 49 Yes 583.88 <7 Days A-3-Q 12746.42 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9004.59 Day 49 Yes 125.84 <7 Days A-4-Q 8451.16 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6316.27 Day 49 No 195.74 <7 Days A-5-Q 6751.01 No T+1 No Yes Liberty Wealth Management LLC Trading