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 20969.81 Day 51 No 679.25 <7 Days G-2 18900.71 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15557.79 Day 51 Yes 144.54 31-90 Days G-3 14755.51 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39579.57 Day 51 Yes 633.45 7-30 Days IG-1 37067.92 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24702.17 Day 51 No 329.81 7-30 Days IG-2 27097.12 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20102.10 Day 51 No 237.20 <7 Days S-1 19419.38 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22360.95 Day 51 No 43.55 31-90 Days S-2 24160.39 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16464.83 Day 51 No 564.59 31-90 Days S-3 15062.67 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14721.41 Day 51 No 217.06 <7 Days S-4 13486.47 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27243.73 Day 51 No 668.00 <7 Days S-5 26707.97 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22926.24 Day 51 No 1022.75 31-90 Days S-6 23424.09 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34151.73 Day 51 No 1613.27 7-30 Days S-7 32029.93 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35999.27 Day 52 No 646.19 7-30 Days A-0-Q 32865.59 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1828.65 Day 52 Yes 85.49 <7 Days A-1-Q 1953.94 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41235.94 Day 52 Yes 846.10 7-30 Days A-2-Q 43916.49 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20537.76 Day 52 No 367.08 7-30 Days A-3-Q 19524.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43352.88 Day 52 Yes 758.40 7-30 Days A-4-Q 39642.95 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14521.16 Day 52 Yes 535.43 31-90 Days A-5-Q 14373.31 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25555.11 Day 52 No 61.20 <7 Days CB-1-Q 26509.50 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16333.62 Day 52 Yes 19.30 7-30 Days CB-2-Q 14796.55 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9357.75 Day 52 Yes 78.03 <7 Days S-1-Q 10233.76 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6194.59 Day 52 Yes 160.98 7-30 Days S-2-Q 5739.50 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13705.06 Day 52 Yes 308.95 31-90 Days S-3-Q 12785.43 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39153.93 Day 52 Yes 1859.35 7-30 Days S-4-Q 40472.88 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16972.17 Day 52 Yes 208.34 31-90 Days CB-3-Q 17624.07 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41744.95 Day 52 No 559.64 31-90 Days G-1-Q 44665.28 No T+0 No No Treasury