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 13399.84 Day 12 No 274.88 <7 Days L-4 13021.02 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5307.46 Day 12 No 199.11 31-90 Days L-5 5222.91 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29330.17 Day 12 No 944.64 31-90 Days L-6 29509.33 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39359.92 Day 12 Yes 707.14 31-90 Days L-7 40305.11 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4536.62 Day 12 Yes 84.68 7-30 Days L-8 4192.15 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40488.94 Day 12 No 1200.15 31-90 Days L-9 43262.27 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22180.00 Day 12 Yes 836.29 31-90 Days LC-1 22414.68 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8603.59 Day 12 No 347.42 <7 Days LC-2 9335.34 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8759.12 Day 12 No 44.09 31-90 Days N-1 8965.54 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42499.12 Day 12 Yes 726.74 31-90 Days N-2 38401.41 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2594.82 Day 12 No 89.95 7-30 Days N-3 2795.32 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32831.00 Day 12 Yes 249.05 31-90 Days N-4 30778.54 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32516.90 Day 12 No 154.61 <7 Days N-5 34874.52 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12549.00 Day 12 No 106.34 <7 Days N-6 12337.51 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42223.91 Day 12 Yes 174.17 31-90 Days N-7 42034.80 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30082.89 Day 12 No 104.06 <7 Days P-1 32370.74 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8081.34 Day 12 No 261.12 <7 Days P-2 7386.48 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11640.71 Day 12 No 69.29 7-30 Days S-8 12279.00 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18817.47 Day 12 No 830.17 31-90 Days Y-1 17486.88 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43695.03 Day 12 No 730.61 7-30 Days Y-2 46170.44 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11898.42 Day 12 Yes 61.44 <7 Days Y-3 12415.99 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9856.14 Day 12 No 213.82 7-30 Days Y-4 9483.09 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11909.32 Day 12 No 27.83 <7 Days Z-1 12488.05 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25384.02 Day 12 Yes 758.58 31-90 Days A-2 23853.67 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7836.61 Day 12 Yes 67.90 <7 Days A-3 7703.16 No T+0 No No Funding