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 36645.48 61 - 67 Days No 1552.01 31-90 Days G-1-Q 34922.63 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36336.04 61 - 67 Days Yes 1708.54 31-90 Days G-2-Q 37040.80 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22215.61 61 - 67 Days No 1027.87 31-90 Days G-3-Q 22330.24 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42861.69 61 - 67 Days Yes 1131.60 31-90 Days S-5-Q 45401.05 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42037.70 61 - 67 Days No 531.22 <7 Days S-6-Q 39251.92 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13124.63 61 - 67 Days No 210.02 <7 Days S-7-Q 12699.34 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11805.09 61 - 67 Days Yes 21.67 31-90 Days E-1-Q 11487.82 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21294.46 61 - 67 Days No 511.03 31-90 Days E-2-Q 20647.92 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36433.84 61 - 67 Days No 247.18 7-30 Days IG-1-Q 39228.00 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13643.10 61 - 67 Days Yes 257.46 7-30 Days IG-2-Q 12487.66 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38593.65 61 - 67 Days Yes 1575.67 7-30 Days C-1 42044.87 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23298.40 61 - 67 Days No 806.14 7-30 Days CB-4 22327.35 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26966.14 61 - 67 Days No 708.78 31-90 Days E-10 25118.54 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2883.46 61 - 67 Days Yes 19.04 31-90 Days E-3 3115.91 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36602.10 61 - 67 Days Yes 361.61 7-30 Days E-4 33762.14 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2702.38 61 - 67 Days Yes 110.63 <7 Days E-5 2650.75 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5591.69 61 - 67 Days Yes 15.58 <7 Days E-6 5839.88 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18448.06 61 - 67 Days No 690.37 7-30 Days E-7 18744.39 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41786.82 61 - 67 Days No 841.29 <7 Days E-8 39066.52 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42795.24 61 - 67 Days Yes 983.63 <7 Days E-9 44913.46 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2577.37 61 - 67 Days No 102.92 <7 Days G-4 2373.23 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1145.05 61 - 67 Days No 39.57 31-90 Days IG-3 1244.30 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31024.79 61 - 67 Days Yes 883.66 7-30 Days IG-4 31505.98 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16670.40 61 - 67 Days No 8.67 <7 Days IG-5 16855.15 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27121.88 61 - 67 Days No 879.98 <7 Days IG-6 27684.50 No T+0 No No Securities Finance