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 37333.11 Day 22 Yes 624.09 31-90 Days IG-1 37055.84 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6544.79 Day 22 Yes 66.71 7-30 Days IG-2 6033.46 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11918.63 Day 22 Yes 57.40 7-30 Days S-1 12282.13 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41262.68 Day 22 No 153.65 31-90 Days S-2 44976.42 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17484.77 Day 22 Yes 348.44 31-90 Days S-3 17428.86 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37865.54 Day 22 No 731.32 31-90 Days S-4 37285.89 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9412.66 Day 22 No 221.25 <7 Days S-5 8925.31 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25852.91 Day 22 No 496.14 31-90 Days S-6 27744.42 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21905.65 Day 22 No 400.69 31-90 Days S-7 24027.71 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43781.00 Day 23 Yes 849.10 <7 Days A-0-Q 45958.97 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21306.79 Day 23 No 87.35 7-30 Days A-1-Q 21006.86 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26575.80 Day 23 Yes 341.31 31-90 Days A-2-Q 27568.00 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10695.20 Day 23 No 458.20 7-30 Days A-3-Q 11607.58 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18834.92 Day 23 Yes 830.25 31-90 Days A-4-Q 20088.85 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21700.72 Day 23 No 125.87 7-30 Days A-5-Q 21414.16 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43429.28 Day 23 Yes 1623.23 31-90 Days CB-1-Q 44060.39 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17433.32 Day 23 No 832.31 <7 Days CB-2-Q 17136.92 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27561.56 Day 23 No 976.01 31-90 Days S-1-Q 28569.91 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15991.09 Day 23 No 414.44 <7 Days S-2-Q 16532.41 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16335.49 Day 23 Yes 555.94 <7 Days S-3-Q 17678.59 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9728.89 Day 23 No 274.93 31-90 Days S-4-Q 9562.51 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5945.70 Day 23 No 205.95 <7 Days CB-3-Q 5588.30 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28409.36 Day 23 Yes 972.24 <7 Days G-1-Q 29101.21 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32625.39 Day 23 No 917.84 <7 Days G-2-Q 35029.31 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27482.80 Day 23 No 515.93 7-30 Days G-3-Q 29426.90 Yes T+1 No Yes Liberty International Finance Ltd. Trading