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 10022.77 151 - 179 Days Yes 96.51 7-30 Days G-3 9510.37 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9727.70 151 - 179 Days Yes 416.95 7-30 Days IG-1 9197.59 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41121.21 151 - 179 Days No 191.36 31-90 Days IG-2 38216.32 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41473.71 151 - 179 Days Yes 156.04 7-30 Days S-1 37774.77 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16797.45 151 - 179 Days No 136.80 <7 Days S-2 17495.34 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5030.01 151 - 179 Days No 114.69 7-30 Days S-3 5513.14 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4443.82 151 - 179 Days No 86.90 7-30 Days S-4 4337.98 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31604.36 151 - 179 Days Yes 1237.62 31-90 Days S-5 33499.60 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 95.74 151 - 179 Days Yes 3.84 <7 Days S-6 92.63 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18538.54 151 - 179 Days Yes 795.23 31-90 Days S-7 19210.36 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8686.79 180 - 270 Days No 180.19 <7 Days A-0-Q 8309.92 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35965.79 180 - 270 Days No 225.20 31-90 Days A-1-Q 33085.81 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41962.27 180 - 270 Days No 1229.69 7-30 Days A-2-Q 37898.70 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38355.88 180 - 270 Days Yes 720.67 7-30 Days A-3-Q 41421.29 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2194.83 180 - 270 Days Yes 58.23 <7 Days A-4-Q 2015.33 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43996.33 180 - 270 Days No 1554.36 31-90 Days A-5-Q 46258.08 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12674.15 180 - 270 Days Yes 173.73 <7 Days CB-1-Q 13098.65 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4833.75 180 - 270 Days Yes 229.47 7-30 Days CB-2-Q 4874.25 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12605.53 180 - 270 Days Yes 136.16 <7 Days S-1-Q 13807.73 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14368.95 180 - 270 Days No 246.66 <7 Days S-2-Q 14993.69 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28388.61 180 - 270 Days No 756.11 <7 Days S-3-Q 29549.86 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38965.74 180 - 270 Days Yes 1622.85 <7 Days S-4-Q 38260.24 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36145.41 180 - 270 Days Yes 1172.28 31-90 Days CB-3-Q 33104.89 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12598.06 180 - 270 Days No 484.15 31-90 Days G-1-Q 12518.93 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42115.97 180 - 270 Days Yes 826.36 7-30 Days G-2-Q 40991.87 Yes T+1 No No Securities Finance