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 8031.49 Day 60 Yes 335.47 31-90 Days C-1 8699.51 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6279.32 Day 60 Yes 113.64 31-90 Days CB-4 6582.48 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18722.32 Day 60 Yes 309.78 31-90 Days E-10 18340.26 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14895.10 Day 60 No 258.91 7-30 Days E-3 15619.44 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43325.87 Day 60 Yes 1026.81 7-30 Days E-4 40271.64 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1768.36 Day 60 Yes 28.18 <7 Days E-5 1705.05 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13053.50 Day 60 Yes 618.66 7-30 Days E-6 13336.23 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26842.71 Day 60 No 731.35 <7 Days E-7 27605.49 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33716.50 Day 60 No 365.54 31-90 Days E-8 32501.53 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3575.01 Day 60 Yes 109.84 31-90 Days E-9 3415.27 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1747.16 Day 60 No 68.15 7-30 Days G-4 1584.19 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2450.69 Day 60 Yes 69.91 7-30 Days IG-3 2341.55 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39414.47 Day 60 No 385.26 <7 Days IG-4 40172.30 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39828.80 Day 60 Yes 1847.78 31-90 Days IG-5 39824.51 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37965.79 Day 60 No 836.64 31-90 Days IG-6 39858.46 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8.12 Day 60 Yes 0.01 <7 Days IG-7 8.23 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36446.84 Day 60 Yes 285.03 <7 Days IG-8 40087.58 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30819.69 Day 60 Yes 1208.39 7-30 Days L-1 33677.06 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13727.33 Day 60 Yes 423.65 31-90 Days L-10 13266.40 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19165.93 Day 60 No 194.88 7-30 Days L-11 18822.25 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32131.22 Day 60 Yes 957.85 <7 Days L-2 31562.59 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29070.16 Day 60 No 176.61 <7 Days L-3 28024.13 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25578.63 Day 60 Yes 1048.36 31-90 Days L-4 24580.05 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33186.68 Day 60 No 693.91 7-30 Days L-5 32262.02 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32185.09 Day 60 Yes 1256.61 <7 Days L-6 29740.77 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading