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 27169.21 Day 17 Yes 1184.24 <7 Days A-0-Q 28222.05 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37465.42 Day 17 No 918.56 <7 Days A-1-Q 35294.90 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1233.90 Day 17 No 39.56 <7 Days A-2-Q 1192.68 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31559.17 Day 17 Yes 99.02 31-90 Days A-3-Q 31281.78 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28743.01 Day 17 Yes 529.17 31-90 Days A-4-Q 27843.20 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27835.87 Day 17 Yes 261.42 7-30 Days A-5-Q 30253.60 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34613.38 Day 17 No 1004.72 31-90 Days CB-1-Q 34519.17 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14108.57 Day 17 No 80.40 7-30 Days CB-2-Q 13815.91 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41907.37 Day 17 No 1898.72 31-90 Days S-1-Q 40155.43 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23810.16 Day 17 No 298.50 7-30 Days S-2-Q 25944.72 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31727.63 Day 17 Yes 590.67 7-30 Days S-3-Q 29190.41 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11150.20 Day 17 Yes 331.64 7-30 Days S-4-Q 12255.94 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2352.97 Day 17 Yes 41.94 31-90 Days CB-3-Q 2474.56 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42934.92 Day 17 Yes 540.55 31-90 Days G-1-Q 40697.48 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24737.53 Day 17 Yes 948.50 7-30 Days G-2-Q 26833.47 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1395.41 Day 17 No 44.39 7-30 Days G-3-Q 1384.31 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33101.00 Day 17 Yes 333.02 <7 Days S-5-Q 32338.02 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29383.78 Day 17 No 1097.52 7-30 Days S-6-Q 28863.32 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2619.38 Day 17 Yes 75.31 7-30 Days S-7-Q 2850.07 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19478.12 Day 17 No 120.41 7-30 Days E-1-Q 20919.99 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1353.02 Day 17 No 21.20 7-30 Days E-2-Q 1365.93 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12065.79 Day 17 Yes 306.41 7-30 Days IG-1-Q 11521.89 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7736.35 Day 17 Yes 322.26 <7 Days IG-2-Q 8286.51 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22972.11 Day 17 Yes 988.63 31-90 Days C-1 23859.76 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29528.51 Day 17 No 75.84 31-90 Days CB-4 28479.68 No T+2 No Yes Liberty Mortgage Services Corp. Funding