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 30392.49 Day 23 Yes 56.35 <7 Days L-10 32532.90 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13541.74 Day 23 Yes 602.81 31-90 Days L-11 12195.37 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4779.79 Day 23 Yes 127.19 31-90 Days L-2 4983.80 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33866.57 Day 23 No 1233.87 7-30 Days L-3 36137.31 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28787.80 Day 23 Yes 180.70 31-90 Days L-4 26812.03 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18296.74 Day 23 No 449.10 31-90 Days L-5 16785.73 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34980.92 Day 23 No 968.07 7-30 Days L-6 35527.77 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36778.07 Day 23 Yes 794.48 31-90 Days L-7 35692.37 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15261.78 Day 23 Yes 453.33 31-90 Days L-8 14546.02 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25327.80 Day 23 Yes 1183.39 31-90 Days L-9 24941.20 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11716.49 Day 23 Yes 499.86 31-90 Days LC-1 10741.10 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18887.94 Day 23 Yes 595.43 7-30 Days LC-2 17448.02 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3078.11 Day 23 Yes 14.27 7-30 Days N-1 3140.26 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17841.76 Day 23 Yes 719.76 <7 Days N-2 19145.58 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30771.86 Day 23 No 448.97 7-30 Days N-3 29469.03 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29856.14 Day 23 Yes 569.03 <7 Days N-4 27635.12 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28429.90 Day 23 No 1000.27 7-30 Days N-5 26177.87 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43610.84 Day 23 Yes 977.83 31-90 Days N-6 40761.81 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35007.53 Day 23 No 124.93 <7 Days N-7 35411.23 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21515.50 Day 23 No 778.68 <7 Days P-1 21944.86 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22120.59 Day 23 No 58.46 31-90 Days P-2 20098.41 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33999.43 Day 23 No 1039.47 7-30 Days S-8 35011.73 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21497.81 Day 23 Yes 38.35 <7 Days Y-1 20160.99 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41807.92 Day 23 Yes 432.60 7-30 Days Y-2 43871.35 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2259.76 Day 23 Yes 0.40 <7 Days Y-3 2335.51 No T+0 Yes No Funding