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 21884.69 Day 38 No 127.07 7-30 Days CB-1-Q 21235.24 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31329.18 Day 38 Yes 1216.30 31-90 Days CB-2-Q 33211.67 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31477.16 Day 38 No 1483.39 <7 Days S-1-Q 32187.45 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4687.34 Day 38 Yes 124.75 31-90 Days S-2-Q 4583.23 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22622.41 Day 38 No 759.29 7-30 Days S-3-Q 20539.51 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10288.21 Day 38 Yes 502.77 31-90 Days S-4-Q 9824.50 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22546.26 Day 38 No 873.34 7-30 Days CB-3-Q 22062.16 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27854.11 Day 38 No 997.45 7-30 Days G-1-Q 29884.18 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10059.25 Day 38 Yes 0.51 31-90 Days G-2-Q 9684.24 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14243.75 Day 38 Yes 493.56 <7 Days G-3-Q 13136.47 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39541.06 Day 38 Yes 1004.70 <7 Days S-5-Q 42520.69 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15775.43 Day 38 No 149.47 <7 Days S-6-Q 16281.92 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 121.77 Day 38 No 4.76 <7 Days S-7-Q 127.44 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1153.69 Day 38 No 10.01 7-30 Days E-1-Q 1187.19 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21677.91 Day 38 No 868.67 31-90 Days E-2-Q 19807.08 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2596.06 Day 38 No 2.19 <7 Days IG-1-Q 2722.74 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37658.94 Day 38 No 332.70 31-90 Days IG-2-Q 35731.03 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38023.79 Day 38 Yes 323.75 7-30 Days C-1 41767.42 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29986.94 Day 38 No 1298.95 31-90 Days CB-4 32760.32 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8016.58 Day 38 Yes 364.83 <7 Days E-10 7780.64 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19274.74 Day 38 No 407.59 31-90 Days E-3 18078.52 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36735.36 Day 38 No 375.52 7-30 Days E-4 33671.21 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7414.94 Day 38 Yes 178.66 7-30 Days E-5 7785.95 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28876.42 Day 38 Yes 71.91 31-90 Days E-6 31483.55 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41331.87 Day 38 No 1282.47 31-90 Days E-7 41791.90 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance