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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27378.21 Day 37 No 579.11 31-90 Days L-4 26608.22 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27124.51 Day 37 No 171.43 7-30 Days L-5 27258.76 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8605.19 Day 37 No 394.87 <7 Days L-6 9438.08 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20907.19 Day 37 No 373.01 <7 Days L-7 19215.48 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28195.97 Day 37 Yes 1034.53 <7 Days L-8 27690.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24158.81 Day 37 Yes 43.65 <7 Days L-9 25385.56 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22884.59 Day 37 No 572.50 <7 Days LC-1 21511.54 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42167.11 Day 37 No 811.90 31-90 Days LC-2 43181.63 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33756.78 Day 37 No 966.02 31-90 Days N-1 34740.29 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37441.46 Day 37 No 161.61 <7 Days N-2 37523.28 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32708.95 Day 37 Yes 624.08 7-30 Days N-3 34179.43 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30811.20 Day 37 Yes 1497.71 <7 Days N-4 30512.93 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1744.14 Day 37 Yes 83.86 7-30 Days N-5 1620.44 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10765.82 Day 37 No 25.64 <7 Days N-6 9768.87 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33296.50 Day 37 Yes 728.43 <7 Days N-7 31592.93 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40797.82 Day 37 Yes 139.76 7-30 Days P-1 43173.39 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3259.13 Day 37 Yes 16.68 31-90 Days P-2 2946.19 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9113.36 Day 37 Yes 141.69 <7 Days S-8 9966.19 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33493.85 Day 37 Yes 33.78 7-30 Days Y-1 34147.27 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7597.64 Day 37 No 23.09 31-90 Days Y-2 8085.00 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11929.26 Day 37 Yes 502.55 <7 Days Y-3 12418.96 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41402.12 Day 37 No 1142.48 <7 Days Y-4 40327.18 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 517.86 Day 37 No 3.54 <7 Days Z-1 532.39 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32321.65 Day 37 No 1317.11 <7 Days A-2 30570.83 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29137.37 Day 37 No 878.74 31-90 Days A-3 31451.93 Yes T+1 No Yes Liberty International Finance Ltd. Treasury