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 38880.08 Day 52 No 1457.73 31-90 Days P-1 36701.59 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13051.68 Day 52 No 141.53 <7 Days P-2 12968.26 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6153.14 Day 52 Yes 112.29 31-90 Days S-8 6180.36 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4513.91 Day 52 Yes 88.87 7-30 Days Y-1 4840.98 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22962.79 Day 52 Yes 589.72 7-30 Days Y-2 22523.18 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 133.65 Day 52 No 2.25 31-90 Days Y-3 134.51 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24139.80 Day 52 No 1195.11 31-90 Days Y-4 26073.06 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25310.17 Day 52 No 1192.37 31-90 Days Z-1 26744.16 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22699.28 Day 52 Yes 496.49 31-90 Days A-2 22871.29 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22827.67 Day 52 Yes 448.07 31-90 Days A-3 20730.89 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31907.64 Day 52 No 407.22 <7 Days A-4 33384.49 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31157.90 Day 52 Yes 780.45 31-90 Days A-5 31973.69 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1601.42 Day 52 Yes 11.55 7-30 Days CB-1 1527.20 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7018.73 Day 52 Yes 135.72 <7 Days CB-2 6325.10 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37368.70 Day 52 Yes 792.06 7-30 Days CB-3 39257.72 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41232.10 Day 52 Yes 876.28 7-30 Days E-1 43006.77 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40873.17 Day 52 Yes 1298.09 7-30 Days E-2 39095.09 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14200.55 Day 52 No 371.67 7-30 Days G-1 14184.64 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5648.03 Day 52 No 2.79 <7 Days G-2 5742.63 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38202.12 Day 52 No 518.11 <7 Days G-3 34577.56 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33946.16 Day 52 No 916.38 <7 Days IG-1 32633.58 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9053.78 Day 52 Yes 41.58 <7 Days IG-2 8537.14 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7179.98 Day 52 Yes 197.35 31-90 Days S-1 7816.89 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24037.26 Day 52 No 476.66 7-30 Days S-2 25380.12 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8159.33 Day 52 No 375.65 <7 Days S-3 8046.84 Yes T+1 No No Funding