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 25462.64 180 - 270 Days No 309.02 7-30 Days S-4-Q 24472.67 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19440.89 180 - 270 Days Yes 956.17 <7 Days CB-3-Q 20872.75 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8692.00 180 - 270 Days Yes 303.31 7-30 Days G-1-Q 8226.37 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9355.70 180 - 270 Days Yes 58.03 31-90 Days G-2-Q 8773.08 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40316.38 180 - 270 Days No 1334.69 <7 Days G-3-Q 38426.77 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14326.34 180 - 270 Days Yes 177.75 7-30 Days S-5-Q 14307.81 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7443.57 180 - 270 Days No 134.34 7-30 Days S-6-Q 7448.82 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17533.06 180 - 270 Days No 665.18 7-30 Days S-7-Q 16554.94 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35056.14 180 - 270 Days No 108.75 <7 Days E-1-Q 31689.26 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37762.20 180 - 270 Days Yes 1265.78 31-90 Days E-2-Q 37001.68 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10854.37 180 - 270 Days Yes 272.75 31-90 Days IG-1-Q 11468.72 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24131.09 180 - 270 Days Yes 994.52 7-30 Days IG-2-Q 26421.08 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38075.68 180 - 270 Days Yes 1771.90 31-90 Days C-1 41073.39 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15389.40 180 - 270 Days Yes 613.36 31-90 Days CB-4 16535.75 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8286.44 180 - 270 Days Yes 289.85 31-90 Days E-10 8249.98 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17051.46 180 - 270 Days No 117.40 31-90 Days E-3 18225.46 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25969.35 180 - 270 Days Yes 22.03 7-30 Days E-4 28200.62 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35203.17 180 - 270 Days Yes 1586.38 <7 Days E-5 32448.74 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14068.07 180 - 270 Days No 139.70 <7 Days E-6 14648.92 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41160.32 180 - 270 Days Yes 51.82 31-90 Days E-7 40866.18 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 900.21 180 - 270 Days No 0.96 7-30 Days E-8 949.81 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3988.78 180 - 270 Days Yes 184.23 <7 Days E-9 3899.97 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7955.75 180 - 270 Days No 49.89 31-90 Days G-4 8415.92 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11168.11 180 - 270 Days Yes 493.64 <7 Days IG-3 11610.60 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 599.55 180 - 270 Days Yes 16.74 <7 Days IG-4 601.78 Yes T+1 Yes No Funding