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 29192.79 Day 40 Yes 570.91 7-30 Days E-5 31359.80 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4631.59 Day 40 Yes 16.36 7-30 Days E-6 4382.37 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11402.33 Day 40 Yes 17.38 31-90 Days E-7 12394.84 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3698.99 Day 40 Yes 179.98 31-90 Days E-8 3428.63 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40651.88 Day 40 No 612.93 <7 Days E-9 39203.66 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40246.30 Day 40 No 1598.17 7-30 Days G-4 42448.94 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14946.13 Day 40 Yes 121.91 7-30 Days IG-3 15088.24 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28641.53 Day 40 Yes 843.63 31-90 Days IG-4 29765.95 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33842.25 Day 40 No 1030.27 7-30 Days IG-5 30930.56 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38305.77 Day 40 Yes 612.54 7-30 Days IG-6 39230.34 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14951.76 Day 40 No 595.16 <7 Days IG-7 16328.32 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26242.22 Day 40 Yes 757.09 31-90 Days IG-8 24577.93 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11079.22 Day 40 Yes 508.45 31-90 Days L-1 10569.86 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24318.74 Day 40 Yes 883.12 <7 Days L-10 25556.08 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37017.82 Day 40 No 369.55 <7 Days L-11 37290.30 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13502.35 Day 40 Yes 632.78 <7 Days L-2 12924.75 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18973.03 Day 40 Yes 209.28 31-90 Days L-3 20495.88 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26842.06 Day 40 No 665.19 7-30 Days L-4 27945.23 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4580.73 Day 40 Yes 91.70 31-90 Days L-5 4962.12 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34276.87 Day 40 No 308.07 31-90 Days L-6 37169.77 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33153.15 Day 40 No 1508.01 <7 Days L-7 35861.17 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24769.29 Day 40 Yes 915.52 <7 Days L-8 27011.54 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33421.27 Day 40 No 566.23 31-90 Days L-9 32215.22 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35034.27 Day 40 No 1270.93 <7 Days LC-1 36822.64 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 431.95 Day 40 No 20.82 31-90 Days LC-2 446.15 Yes T+0 Yes No Funding