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 37068.04 Day 42 No 221.02 31-90 Days E-10 38457.56 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42690.85 Day 42 No 1964.50 <7 Days E-3 39529.58 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31313.25 Day 42 Yes 818.38 7-30 Days E-4 28280.53 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42973.64 Day 42 Yes 1922.17 31-90 Days E-5 42817.85 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37177.87 Day 42 Yes 219.71 31-90 Days E-6 39989.48 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12866.01 Day 42 Yes 139.00 <7 Days E-7 12634.87 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34120.79 Day 42 Yes 625.75 7-30 Days E-8 31871.41 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25186.74 Day 42 No 216.76 7-30 Days E-9 26383.70 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41579.86 Day 42 No 2061.97 31-90 Days G-4 41593.40 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36112.76 Day 42 No 908.18 31-90 Days IG-3 38270.26 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22404.88 Day 42 Yes 508.68 31-90 Days IG-4 22757.95 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16722.17 Day 42 No 634.89 <7 Days IG-5 15270.29 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33541.91 Day 42 Yes 899.86 <7 Days IG-6 30802.54 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26202.33 Day 42 Yes 648.82 31-90 Days IG-7 27113.43 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17397.40 Day 42 Yes 678.79 <7 Days IG-8 15919.88 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12381.10 Day 42 Yes 209.67 <7 Days L-1 11837.28 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6582.51 Day 42 Yes 122.90 7-30 Days L-10 6217.02 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34948.30 Day 42 No 1678.06 <7 Days L-11 32752.00 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26697.20 Day 42 No 254.66 <7 Days L-2 25583.87 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30283.71 Day 42 No 51.33 <7 Days L-3 32972.99 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19928.59 Day 42 No 348.14 7-30 Days L-4 18151.28 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15.28 Day 42 Yes 0.33 <7 Days L-5 15.89 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2614.44 Day 42 No 47.87 <7 Days L-6 2596.95 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28577.26 Day 42 No 1256.03 <7 Days L-7 30890.35 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12577.46 Day 42 No 404.47 <7 Days L-8 13290.98 Yes T+0 Yes No Trading