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 28222.11 Day 57 No 1359.98 31-90 Days A-3 28830.77 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19348.77 Day 57 Yes 365.88 31-90 Days A-4 20340.88 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41461.81 Day 57 Yes 850.52 31-90 Days A-5 43172.89 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44083.70 Day 57 Yes 32.10 7-30 Days CB-1 47897.69 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13609.56 Day 57 No 654.23 <7 Days CB-2 13752.03 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13966.64 Day 57 No 112.49 7-30 Days CB-3 14626.15 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40403.54 Day 57 No 507.30 <7 Days E-1 43053.77 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28127.05 Day 57 Yes 930.21 31-90 Days E-2 30183.76 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6402.80 Day 57 No 95.27 7-30 Days G-1 6822.88 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41756.56 Day 57 No 580.49 <7 Days G-2 40488.54 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13148.02 Day 57 No 128.25 7-30 Days G-3 12005.10 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40280.86 Day 57 No 1780.31 7-30 Days IG-1 39040.18 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2602.13 Day 57 Yes 35.27 31-90 Days IG-2 2599.79 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9832.27 Day 57 Yes 438.83 7-30 Days S-1 10189.79 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 629.80 Day 57 No 8.29 31-90 Days S-2 670.09 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1073.42 Day 57 No 3.32 31-90 Days S-3 1153.03 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19346.38 Day 57 Yes 101.62 7-30 Days S-4 17553.42 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11132.55 Day 57 Yes 340.24 <7 Days S-5 10815.45 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6090.75 Day 57 No 16.02 7-30 Days S-6 6063.63 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37397.42 Day 57 No 678.80 31-90 Days S-7 34949.09 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41942.26 Day 58 Yes 353.91 <7 Days A-0-Q 43825.50 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39749.17 Day 58 Yes 1928.72 31-90 Days A-1-Q 42425.13 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43555.39 Day 58 Yes 653.82 31-90 Days A-2-Q 46323.45 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15637.79 Day 58 Yes 596.27 7-30 Days A-3-Q 14159.34 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5618.71 Day 58 Yes 143.21 <7 Days A-4-Q 5063.97 No T+1 No No Treasury