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 25756.92 Day 52 No 385.62 <7 Days IG-4 26742.99 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18847.97 Day 52 No 376.45 31-90 Days IG-5 19456.84 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37786.02 Day 52 Yes 1714.11 7-30 Days IG-6 35679.33 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27059.93 Day 52 No 485.29 7-30 Days IG-7 28087.38 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6775.99 Day 52 Yes 296.60 31-90 Days IG-8 7394.22 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42972.54 Day 52 Yes 1560.02 7-30 Days L-1 41867.56 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35995.21 Day 52 No 1487.77 <7 Days L-10 34425.46 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39645.41 Day 52 No 527.33 <7 Days L-11 40441.34 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5191.19 Day 52 No 197.09 7-30 Days L-2 4738.00 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10877.53 Day 52 Yes 175.78 <7 Days L-3 10497.57 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40038.98 Day 52 No 1432.56 <7 Days L-4 42877.07 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40496.29 Day 52 Yes 843.27 7-30 Days L-5 39949.34 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21034.05 Day 52 Yes 602.49 31-90 Days L-6 19403.98 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11034.48 Day 52 Yes 89.78 31-90 Days L-7 10586.21 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27431.73 Day 52 No 838.24 31-90 Days L-8 29926.28 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19586.13 Day 52 No 839.90 7-30 Days L-9 18715.71 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31884.76 Day 52 No 1295.11 <7 Days LC-1 32781.43 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9550.93 Day 52 No 40.54 31-90 Days LC-2 8617.19 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20479.54 Day 52 Yes 914.58 31-90 Days N-1 22452.35 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22242.98 Day 52 No 932.66 31-90 Days N-2 23594.84 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12056.00 Day 52 No 337.02 7-30 Days N-3 11109.11 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38896.78 Day 52 Yes 473.64 7-30 Days N-4 36420.69 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39700.68 Day 52 Yes 1592.82 31-90 Days N-5 43367.94 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5119.68 Day 52 No 88.46 7-30 Days N-6 5190.98 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17831.29 Day 52 Yes 498.17 31-90 Days N-7 19277.69 No T+1 Yes No Funding