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 20875.16 68 - 74 Days Yes 183.33 7-30 Days CB-4 20265.48 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14499.79 68 - 74 Days No 604.95 31-90 Days E-10 14660.58 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2572.14 68 - 74 Days Yes 78.53 31-90 Days E-3 2632.35 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36735.82 68 - 74 Days Yes 714.66 <7 Days E-4 39771.87 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30246.93 68 - 74 Days No 1318.29 7-30 Days E-5 29565.67 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29892.69 68 - 74 Days No 1468.59 7-30 Days E-6 31372.57 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35236.72 68 - 74 Days No 992.10 <7 Days E-7 32048.81 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19672.44 68 - 74 Days Yes 92.63 <7 Days E-8 19429.79 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25801.94 68 - 74 Days Yes 751.30 31-90 Days E-9 23503.46 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34693.99 68 - 74 Days No 1554.63 <7 Days G-4 37458.79 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10463.04 68 - 74 Days Yes 6.07 7-30 Days IG-3 11155.74 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19350.94 68 - 74 Days No 876.81 7-30 Days IG-4 18571.21 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16056.57 68 - 74 Days Yes 91.99 <7 Days IG-5 14643.62 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18434.62 68 - 74 Days Yes 915.28 <7 Days IG-6 18307.10 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4099.74 68 - 74 Days No 167.32 <7 Days IG-7 4166.08 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20191.07 68 - 74 Days No 145.10 7-30 Days IG-8 18592.51 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5655.91 68 - 74 Days No 217.47 31-90 Days L-1 5670.70 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36129.02 68 - 74 Days No 663.17 31-90 Days L-10 38592.75 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15937.01 68 - 74 Days Yes 444.89 31-90 Days L-11 16687.97 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42267.43 68 - 74 Days No 1100.67 31-90 Days L-2 38213.70 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3383.62 68 - 74 Days No 117.88 7-30 Days L-3 3701.18 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39979.25 68 - 74 Days Yes 420.85 <7 Days L-4 42794.63 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7153.67 68 - 74 Days Yes 19.87 <7 Days L-5 6738.49 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3418.80 68 - 74 Days No 65.99 7-30 Days L-6 3282.15 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25825.80 68 - 74 Days No 837.06 <7 Days L-7 26196.05 Yes T+2 Yes No Trading