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 33903.37 68 - 74 Days No 1651.14 <7 Days E-2-Q 35629.38 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6125.89 68 - 74 Days Yes 35.95 31-90 Days IG-1-Q 6044.52 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42917.14 68 - 74 Days Yes 842.64 31-90 Days IG-2-Q 42725.49 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13970.89 68 - 74 Days Yes 237.96 31-90 Days C-1 14730.41 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35036.30 68 - 74 Days Yes 1439.59 31-90 Days CB-4 32967.22 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6132.41 68 - 74 Days No 57.60 31-90 Days E-10 6441.80 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36341.39 68 - 74 Days Yes 672.28 31-90 Days E-3 34140.10 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12329.27 68 - 74 Days No 222.19 <7 Days E-4 11277.95 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6014.09 68 - 74 Days No 216.78 <7 Days E-5 5656.68 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24339.27 68 - 74 Days No 422.46 <7 Days E-6 25230.93 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39275.21 68 - 74 Days No 718.26 <7 Days E-7 39696.07 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14515.24 68 - 74 Days Yes 380.35 7-30 Days E-8 14047.94 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29092.78 68 - 74 Days No 459.13 7-30 Days E-9 26637.49 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16956.65 68 - 74 Days No 178.64 31-90 Days G-4 17359.26 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21481.59 68 - 74 Days No 83.12 <7 Days IG-3 19923.21 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18705.69 68 - 74 Days No 72.77 <7 Days IG-4 17407.76 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12345.67 68 - 74 Days Yes 226.49 7-30 Days IG-5 11555.61 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28965.45 68 - 74 Days No 342.70 7-30 Days IG-6 29603.21 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9884.00 68 - 74 Days No 412.53 31-90 Days IG-7 9249.40 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6370.96 68 - 74 Days No 13.73 <7 Days IG-8 6781.37 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 842.64 68 - 74 Days No 29.87 31-90 Days L-1 787.58 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43200.93 68 - 74 Days No 1678.78 <7 Days L-10 43261.24 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24512.87 68 - 74 Days Yes 419.23 <7 Days L-11 23546.96 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5733.11 68 - 74 Days Yes 107.61 <7 Days L-2 6086.29 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42660.99 68 - 74 Days No 2124.78 <7 Days L-3 40749.05 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading