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 2649.81 Day 22 No 81.82 <7 Days N-3 2755.41 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16316.32 Day 22 No 384.93 31-90 Days N-4 14703.17 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14327.91 Day 22 Yes 499.52 <7 Days N-5 13198.59 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12309.81 Day 22 No 215.26 31-90 Days N-6 12148.11 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43073.91 Day 22 No 1030.09 31-90 Days N-7 42246.17 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32952.20 Day 22 Yes 717.01 <7 Days P-1 30176.42 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 44100.28 Day 22 No 1623.67 31-90 Days P-2 43087.31 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11732.04 Day 22 Yes 233.28 7-30 Days S-8 11153.48 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40490.93 Day 22 No 591.74 31-90 Days Y-1 38612.58 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42335.64 Day 22 Yes 1305.46 7-30 Days Y-2 46316.76 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27020.06 Day 22 No 552.50 31-90 Days Y-3 26265.96 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5359.99 Day 22 Yes 208.21 <7 Days Y-4 4902.13 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39098.90 Day 22 No 1526.92 31-90 Days Z-1 37572.75 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4422.56 Day 22 No 37.59 31-90 Days A-2 4589.33 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38672.66 Day 22 No 1051.59 <7 Days A-3 36614.16 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8665.52 Day 22 No 206.59 <7 Days A-4 9043.36 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42493.49 Day 22 Yes 129.12 31-90 Days A-5 41162.38 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25657.90 Day 22 No 383.00 7-30 Days CB-1 27789.22 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28751.61 Day 22 No 873.37 31-90 Days CB-2 25993.99 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8368.43 Day 22 No 377.86 31-90 Days CB-3 8833.64 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17559.70 Day 22 No 551.35 31-90 Days E-1 18715.07 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15145.09 Day 22 No 599.79 <7 Days E-2 14714.92 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6468.62 Day 22 Yes 240.76 31-90 Days G-1 6778.25 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7107.50 Day 22 Yes 113.09 31-90 Days G-2 7511.67 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3291.17 Day 22 Yes 136.17 <7 Days G-3 3188.21 Yes T+0 No No Trading