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 945.54 Day 54 No 18.66 7-30 Days P-2 877.01 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6844.44 Day 54 No 198.90 <7 Days S-8 6600.77 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19889.67 Day 54 Yes 755.30 7-30 Days Y-1 20067.59 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17862.79 Day 54 No 347.03 31-90 Days Y-2 17897.74 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43690.95 Day 54 No 1139.14 31-90 Days Y-3 47074.06 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20996.35 Day 54 Yes 852.97 31-90 Days Y-4 20639.44 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27883.16 Day 54 Yes 938.19 7-30 Days Z-1 28980.85 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14018.13 Day 54 Yes 446.73 <7 Days A-2 14204.24 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20064.85 Day 54 No 941.54 <7 Days A-3 20525.76 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30241.93 Day 54 No 431.53 <7 Days A-4 31518.25 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36509.30 Day 54 Yes 1062.46 7-30 Days A-5 38749.79 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24971.35 Day 54 Yes 1142.79 7-30 Days CB-1 24091.36 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31892.76 Day 54 Yes 708.41 31-90 Days CB-2 34022.38 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12645.28 Day 54 No 67.08 <7 Days CB-3 13582.08 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 718.54 Day 54 No 15.19 7-30 Days E-1 650.68 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 404.07 Day 54 Yes 11.64 <7 Days E-2 369.60 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33317.80 Day 54 No 885.26 31-90 Days G-1 33531.37 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17262.03 Day 54 Yes 77.70 7-30 Days G-2 15652.22 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27051.57 Day 54 No 805.55 31-90 Days G-3 25323.16 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21885.94 Day 54 Yes 455.19 <7 Days IG-1 23529.88 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24409.70 Day 54 No 476.98 31-90 Days IG-2 25155.78 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42660.29 Day 54 Yes 306.94 31-90 Days S-1 40616.69 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22559.21 Day 54 No 613.72 <7 Days S-2 21619.81 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11447.74 Day 54 No 370.46 <7 Days S-3 10810.97 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42412.98 Day 54 Yes 1540.38 31-90 Days S-4 38559.70 Yes T+1 No No Treasury