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 31593.18 Day 32 Yes 504.63 31-90 Days G-3-Q 29090.06 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25620.47 Day 32 Yes 1212.15 31-90 Days S-5-Q 27470.32 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31512.36 Day 32 Yes 422.95 31-90 Days S-6-Q 31477.03 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13873.07 Day 32 Yes 80.78 31-90 Days S-7-Q 13605.13 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39107.40 Day 32 Yes 1414.12 <7 Days E-1-Q 40317.67 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15493.57 Day 32 Yes 759.46 <7 Days E-2-Q 14692.40 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38431.35 Day 32 Yes 1536.75 7-30 Days IG-1-Q 38599.17 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37503.45 Day 32 Yes 684.49 <7 Days IG-2-Q 37397.53 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28253.38 Day 32 Yes 1358.32 <7 Days C-1 28885.93 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27265.53 Day 32 Yes 1261.51 7-30 Days CB-4 29976.68 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18890.03 Day 32 No 452.45 <7 Days E-10 17210.01 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14263.11 Day 32 No 672.09 31-90 Days E-3 13009.09 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5836.50 Day 32 No 287.10 7-30 Days E-4 5269.55 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9184.84 Day 32 Yes 215.56 31-90 Days E-5 9206.56 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9377.42 Day 32 No 258.60 31-90 Days E-6 10112.15 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31465.04 Day 32 No 1293.47 31-90 Days E-7 30603.90 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33051.91 Day 32 No 1404.95 31-90 Days E-8 35522.83 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30035.06 Day 32 Yes 624.07 <7 Days E-9 31987.49 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42872.97 Day 32 No 1939.62 31-90 Days G-4 40175.90 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39591.26 Day 32 Yes 1405.39 <7 Days IG-3 38682.23 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28542.94 Day 32 No 361.09 31-90 Days IG-4 27955.42 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27591.43 Day 32 Yes 695.43 31-90 Days IG-5 25241.75 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7864.66 Day 32 Yes 71.56 31-90 Days IG-6 8375.35 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40668.55 Day 32 Yes 1320.96 7-30 Days IG-7 42528.23 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2857.65 Day 32 Yes 93.88 31-90 Days IG-8 2866.95 Yes T+1 No No Funding