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 6920.46 151 - 179 Days No 265.60 7-30 Days E-10 6973.59 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13274.66 151 - 179 Days No 266.54 7-30 Days E-3 12081.14 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11703.29 151 - 179 Days No 521.91 7-30 Days E-4 12122.41 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31090.16 151 - 179 Days Yes 1116.96 7-30 Days E-5 31833.50 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 287.56 151 - 179 Days Yes 5.16 <7 Days E-6 259.70 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16026.78 151 - 179 Days Yes 455.24 7-30 Days E-7 14840.93 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39693.68 151 - 179 Days No 92.61 31-90 Days E-8 36059.49 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26843.22 151 - 179 Days Yes 354.16 31-90 Days E-9 27283.19 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27518.57 151 - 179 Days Yes 1135.09 31-90 Days G-4 26215.00 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24174.47 151 - 179 Days Yes 483.12 31-90 Days IG-3 22034.41 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25645.42 151 - 179 Days No 299.72 <7 Days IG-4 24770.44 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18267.60 151 - 179 Days Yes 423.52 7-30 Days IG-5 18265.37 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36331.11 151 - 179 Days No 134.45 <7 Days IG-6 35839.34 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1889.31 151 - 179 Days Yes 70.47 7-30 Days IG-7 1981.57 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22031.66 151 - 179 Days Yes 785.68 7-30 Days IG-8 23531.60 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42855.47 151 - 179 Days Yes 1534.21 31-90 Days L-1 39376.77 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23944.83 151 - 179 Days Yes 203.58 <7 Days L-10 22267.91 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29704.34 151 - 179 Days Yes 1167.04 <7 Days L-11 28801.55 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38472.94 151 - 179 Days Yes 1468.41 31-90 Days L-2 39810.30 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1470.60 151 - 179 Days No 12.08 31-90 Days L-3 1410.96 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25630.98 151 - 179 Days No 294.52 31-90 Days L-4 23758.60 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22655.77 151 - 179 Days No 730.01 7-30 Days L-5 21242.66 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42524.10 151 - 179 Days No 81.62 31-90 Days L-6 46413.19 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12665.34 151 - 179 Days No 88.24 7-30 Days L-7 11637.28 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9924.24 151 - 179 Days No 116.05 31-90 Days L-8 9164.92 No T+0 Yes No Treasury