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 6945.08 Day 58 Yes 270.22 <7 Days E-2 6543.00 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25900.51 Day 58 No 894.36 <7 Days G-1 26083.22 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38872.85 Day 58 Yes 886.14 7-30 Days G-2 35751.99 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24329.29 Day 58 Yes 440.99 31-90 Days G-3 22792.92 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25401.60 Day 58 Yes 324.04 <7 Days IG-1 26516.79 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38647.65 Day 58 No 1247.33 7-30 Days IG-2 38806.39 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25339.68 Day 58 No 22.82 <7 Days S-1 25075.32 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38808.32 Day 58 Yes 900.58 7-30 Days S-2 37626.60 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35274.37 Day 58 No 613.38 31-90 Days S-3 37967.58 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17091.89 Day 58 Yes 113.79 31-90 Days S-4 18062.62 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23215.58 Day 58 Yes 1023.65 31-90 Days S-5 23621.06 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8952.76 Day 58 No 60.97 7-30 Days S-6 8567.12 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41860.79 Day 58 Yes 757.43 <7 Days S-7 45969.02 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25840.06 Day 59 No 671.80 31-90 Days A-0-Q 25248.23 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8405.71 Day 59 No 326.07 7-30 Days A-1-Q 8959.15 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16217.77 Day 59 No 295.13 <7 Days A-2-Q 15889.39 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41940.47 Day 59 Yes 1485.74 7-30 Days A-3-Q 41783.67 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40449.12 Day 59 Yes 1147.31 7-30 Days A-4-Q 43516.39 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14511.81 Day 59 Yes 172.23 <7 Days A-5-Q 14709.41 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 657.48 Day 59 Yes 2.01 <7 Days CB-1-Q 618.03 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1264.65 Day 59 Yes 25.60 7-30 Days CB-2-Q 1363.68 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23633.08 Day 59 No 39.62 7-30 Days S-1-Q 23876.00 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11742.82 Day 59 Yes 579.03 7-30 Days S-2-Q 12263.89 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42920.41 Day 59 No 380.10 31-90 Days S-3-Q 44176.78 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38319.86 Day 59 Yes 208.43 7-30 Days S-4-Q 34607.96 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury