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 31062.32 Day 30 No 351.00 7-30 Days L-2 30009.54 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41188.61 Day 30 Yes 349.19 <7 Days L-3 44717.04 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7366.70 Day 30 No 311.02 31-90 Days L-4 7624.49 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25477.82 Day 30 No 130.75 31-90 Days L-5 24085.69 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17898.03 Day 30 Yes 620.66 <7 Days L-6 17827.49 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28595.71 Day 30 Yes 1106.84 7-30 Days L-7 27878.28 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29255.56 Day 30 No 1454.30 <7 Days L-8 27197.82 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19851.45 Day 30 Yes 756.98 7-30 Days L-9 19250.44 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24940.56 Day 30 No 1000.97 31-90 Days LC-1 26180.66 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8081.44 Day 30 Yes 25.38 <7 Days LC-2 8035.23 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21678.88 Day 30 No 302.08 7-30 Days N-1 20327.32 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14438.59 Day 30 Yes 590.14 <7 Days N-2 14382.64 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8524.16 Day 30 Yes 275.09 7-30 Days N-3 8075.64 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36692.78 Day 30 Yes 88.54 <7 Days N-4 33864.16 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36241.75 Day 30 Yes 556.07 7-30 Days N-5 37679.43 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26802.04 Day 30 Yes 271.89 <7 Days N-6 28445.23 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25175.08 Day 30 Yes 83.63 <7 Days N-7 24912.44 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14716.13 Day 30 No 88.73 31-90 Days P-1 16056.82 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9944.49 Day 30 Yes 363.58 31-90 Days P-2 10557.62 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39337.65 Day 30 Yes 604.76 31-90 Days S-8 41646.76 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1412.71 Day 30 Yes 8.20 31-90 Days Y-1 1331.07 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11887.30 Day 30 No 368.73 7-30 Days Y-2 11850.38 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41212.72 Day 30 Yes 998.33 7-30 Days Y-3 37092.93 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7906.86 Day 30 Yes 167.79 31-90 Days Y-4 7788.71 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37585.06 Day 30 Yes 1222.38 31-90 Days Z-1 39214.88 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading