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 27280.42 Day 48 Yes 985.93 31-90 Days L-10 28824.03 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23528.91 Day 48 Yes 8.41 7-30 Days L-11 24988.92 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15054.94 Day 48 Yes 372.27 <7 Days L-2 13866.19 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13410.22 Day 48 Yes 622.82 31-90 Days L-3 12607.48 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42529.77 Day 48 No 286.78 7-30 Days L-4 42639.92 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22000.89 Day 48 Yes 684.45 31-90 Days L-5 21631.29 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6989.13 Day 48 No 87.41 <7 Days L-6 6704.36 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8040.85 Day 48 Yes 126.23 31-90 Days L-7 8804.95 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20907.89 Day 48 No 474.86 31-90 Days L-8 20471.80 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2223.71 Day 48 No 56.29 7-30 Days L-9 2385.01 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30708.94 Day 48 Yes 439.36 <7 Days LC-1 29366.95 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27406.34 Day 48 Yes 1092.34 31-90 Days LC-2 25367.97 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43473.38 Day 48 No 1046.86 <7 Days N-1 47609.02 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13911.02 Day 48 No 480.12 <7 Days N-2 12572.07 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13667.44 Day 48 No 224.74 7-30 Days N-3 13966.35 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22537.58 Day 48 No 303.11 31-90 Days N-4 24667.35 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12795.84 Day 48 No 329.63 <7 Days N-5 12908.70 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27434.95 Day 48 Yes 1247.48 31-90 Days N-6 29894.48 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39618.27 Day 48 Yes 33.03 31-90 Days N-7 39793.28 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22068.40 Day 48 Yes 278.52 31-90 Days P-1 20265.37 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4852.25 Day 48 Yes 228.55 7-30 Days P-2 4792.73 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6432.69 Day 48 No 245.46 31-90 Days S-8 6440.23 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30073.78 Day 48 Yes 1071.15 31-90 Days Y-1 31003.43 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10886.19 Day 48 Yes 231.60 <7 Days Y-2 11915.87 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7730.87 Day 48 Yes 5.90 31-90 Days Y-3 8312.90 No T+1 Yes No Securities Finance