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 12300.69 Day 5 Yes 194.01 7-30 Days A-2 12622.61 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7393.66 Day 5 Yes 126.98 7-30 Days A-3 7591.01 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25086.62 Day 5 No 1170.74 31-90 Days A-4 24850.66 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21973.46 Day 5 Yes 1048.54 <7 Days A-5 23875.06 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 324.87 Day 5 Yes 7.37 <7 Days CB-1 324.87 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4157.49 Day 5 No 59.92 7-30 Days CB-2 4328.35 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31256.10 Day 5 Yes 1464.91 <7 Days CB-3 30083.65 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33524.26 Day 5 Yes 523.61 <7 Days E-1 35725.04 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12902.37 Day 5 No 469.01 <7 Days E-2 13108.76 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42824.94 Day 5 Yes 687.04 7-30 Days G-1 40223.71 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8079.02 Day 5 No 148.37 <7 Days G-2 7955.50 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39493.54 Day 5 Yes 506.22 <7 Days G-3 41822.46 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 246.29 Day 5 Yes 6.30 <7 Days IG-1 257.51 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33040.04 Day 5 No 1241.75 7-30 Days IG-2 35526.01 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20720.44 Day 5 No 32.95 <7 Days S-1 19040.36 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40313.13 Day 5 No 152.88 7-30 Days S-2 37942.69 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2516.88 Day 5 Yes 37.06 31-90 Days S-3 2625.31 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21565.54 Day 5 Yes 45.59 31-90 Days S-4 20114.70 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2837.57 Day 5 Yes 102.31 <7 Days S-5 2971.93 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34727.74 Day 5 Yes 1389.14 <7 Days S-6 33424.79 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42344.80 Day 5 No 1991.34 <7 Days S-7 44188.45 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11580.88 Day 6 Yes 52.44 7-30 Days A-0-Q 11560.69 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9939.36 Day 6 No 383.39 <7 Days A-1-Q 10125.74 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4312.50 Day 6 No 63.87 <7 Days A-2-Q 4609.38 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41295.06 Day 6 Yes 1590.02 31-90 Days A-3-Q 41765.03 Yes T+2 Yes No Treasury