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 No 5984.98 Day 43 Yes 136.13 31-90 Days P-2 5678.01 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12247.19 Day 43 Yes 453.56 <7 Days S-8 13007.20 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27812.74 Day 43 Yes 477.92 7-30 Days Y-1 29160.09 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34763.96 Day 43 Yes 1568.38 <7 Days Y-2 34368.41 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30045.58 Day 43 No 1113.17 <7 Days Y-3 31190.70 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 678.72 Day 43 No 22.46 <7 Days Y-4 616.34 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40339.44 Day 43 No 1446.92 7-30 Days Z-1 43479.61 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5126.19 Day 43 Yes 136.99 <7 Days A-2 4833.68 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3392.45 Day 43 Yes 106.44 31-90 Days A-3 3419.10 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10058.32 Day 43 No 433.06 31-90 Days A-4 9319.30 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29788.77 Day 43 Yes 1224.45 31-90 Days A-5 30361.55 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5887.47 Day 43 No 72.12 7-30 Days CB-1 6102.80 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5469.38 Day 43 Yes 80.72 31-90 Days CB-2 5374.04 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42206.26 Day 43 Yes 86.55 31-90 Days CB-3 44387.65 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35116.92 Day 43 No 306.69 <7 Days E-1 36691.01 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 392.52 Day 43 Yes 3.50 31-90 Days E-2 354.45 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36269.92 Day 43 Yes 292.98 <7 Days G-1 35539.17 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29758.28 Day 43 Yes 328.01 <7 Days G-2 30884.32 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35606.78 Day 43 Yes 1779.98 31-90 Days G-3 33754.52 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13557.79 Day 43 No 456.25 7-30 Days IG-1 12541.15 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39717.67 Day 43 Yes 817.29 <7 Days IG-2 42094.21 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6569.85 Day 43 Yes 107.53 <7 Days S-1 7106.59 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6159.76 Day 43 No 251.19 <7 Days S-2 6004.39 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21068.39 Day 43 Yes 275.95 31-90 Days S-3 22031.54 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25618.57 Day 43 Yes 0.84 7-30 Days S-4 25102.84 Yes T+2 No No Trading