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 99.42 Day 54 Yes 0.45 7-30 Days S-4-Q 102.14 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7150.15 Day 54 Yes 244.72 7-30 Days CB-3-Q 7501.90 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28730.64 Day 54 Yes 56.16 <7 Days G-1-Q 26713.30 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27249.78 Day 54 Yes 477.47 7-30 Days G-2-Q 28125.57 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4506.70 Day 54 Yes 99.95 <7 Days G-3-Q 4392.52 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11190.26 Day 54 Yes 31.54 <7 Days S-5-Q 10273.62 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40625.68 Day 54 No 1491.26 <7 Days S-6-Q 38898.31 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17363.35 Day 54 Yes 569.88 7-30 Days S-7-Q 18034.84 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36818.03 Day 54 No 16.42 31-90 Days E-1-Q 38720.75 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13397.45 Day 54 Yes 334.31 <7 Days E-2-Q 14068.13 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31413.51 Day 54 No 1018.97 31-90 Days IG-1-Q 28366.75 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5841.02 Day 54 Yes 204.62 <7 Days IG-2-Q 5676.74 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38994.03 Day 54 Yes 147.46 <7 Days C-1 42489.82 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37001.14 Day 54 No 1585.72 31-90 Days CB-4 33940.94 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4272.70 Day 54 No 145.72 31-90 Days E-10 4542.74 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16894.56 Day 54 No 302.53 <7 Days E-3 15803.58 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10999.90 Day 54 Yes 208.56 <7 Days E-4 10459.53 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24730.73 Day 54 No 76.00 7-30 Days E-5 26914.50 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31466.37 Day 54 No 358.18 31-90 Days E-6 31447.52 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22668.79 Day 54 No 698.79 7-30 Days E-7 22238.77 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11815.52 Day 54 No 205.60 <7 Days E-8 12577.48 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33579.84 Day 54 No 201.68 31-90 Days E-9 30770.05 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6214.90 Day 54 No 170.16 31-90 Days G-4 6330.01 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14706.09 Day 54 Yes 731.50 7-30 Days IG-3 15423.96 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37939.37 Day 54 No 1783.05 <7 Days IG-4 41312.94 Yes T+2 Yes No Treasury