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 22291.59 Day 53 No 318.97 7-30 Days L-5 22187.00 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38287.22 Day 53 Yes 1818.45 <7 Days L-6 38238.48 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18132.13 Day 53 No 299.70 <7 Days L-7 18825.22 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2289.94 Day 53 No 47.54 <7 Days L-8 2144.78 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38454.79 Day 53 No 132.60 7-30 Days L-9 40605.38 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37330.31 Day 53 No 884.12 31-90 Days LC-1 35950.87 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9018.32 Day 53 Yes 299.56 <7 Days LC-2 9081.10 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20817.33 Day 53 Yes 21.87 <7 Days N-1 21129.73 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20339.52 Day 53 No 701.74 7-30 Days N-2 21015.19 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20569.97 Day 53 No 665.29 31-90 Days N-3 19061.54 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35448.59 Day 53 No 723.15 31-90 Days N-4 36794.57 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40399.47 Day 53 Yes 896.71 <7 Days N-5 43992.80 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7197.38 Day 53 No 1.14 7-30 Days N-6 6530.94 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40405.85 Day 53 No 1719.59 <7 Days N-7 37917.34 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24440.53 Day 53 No 455.90 <7 Days P-1 22102.96 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1629.98 Day 53 No 21.68 <7 Days P-2 1731.35 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40788.58 Day 53 No 173.85 31-90 Days S-8 37780.10 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 303.38 Day 53 No 0.23 7-30 Days Y-1 274.34 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19568.69 Day 53 Yes 332.88 7-30 Days Y-2 21293.21 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4585.72 Day 53 Yes 100.54 7-30 Days Y-3 4360.24 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12852.13 Day 53 Yes 109.15 31-90 Days Y-4 13828.18 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18774.10 Day 53 No 183.49 31-90 Days Z-1 18740.69 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31290.28 Day 53 Yes 221.58 <7 Days A-2 30159.05 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38185.54 Day 53 No 344.92 <7 Days A-3 35917.13 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23745.01 Day 53 No 304.68 <7 Days A-4 26060.39 Yes T+1 Yes No Funding