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 No 43675.58 Day 24 No 1466.31 <7 Days E-4 40248.24 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38075.03 Day 24 Yes 1233.79 7-30 Days E-5 39784.58 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2498.53 Day 24 Yes 53.52 <7 Days E-6 2690.56 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29510.46 Day 24 Yes 829.73 <7 Days E-7 27630.35 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13941.14 Day 24 No 34.50 <7 Days E-8 14022.07 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32226.60 Day 24 Yes 866.24 <7 Days E-9 34445.35 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13034.41 Day 24 Yes 583.58 7-30 Days G-4 12178.31 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24095.29 Day 24 Yes 9.69 <7 Days IG-3 23896.26 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21726.28 Day 24 Yes 654.76 <7 Days IG-4 21808.12 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31917.35 Day 24 Yes 427.16 31-90 Days IG-5 30897.99 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40125.72 Day 24 No 996.21 31-90 Days IG-6 42026.84 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36397.06 Day 24 Yes 533.35 31-90 Days IG-7 34940.71 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16080.77 Day 24 No 570.07 31-90 Days IG-8 16104.46 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34674.18 Day 24 No 1132.65 7-30 Days L-1 33334.31 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10232.72 Day 24 No 127.30 31-90 Days L-10 11240.43 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17875.01 Day 24 Yes 325.29 7-30 Days L-11 19425.49 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13193.35 Day 24 No 476.03 <7 Days L-2 14371.57 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22538.80 Day 24 No 1051.82 7-30 Days L-3 22870.87 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42948.23 Day 24 Yes 1310.05 <7 Days L-4 43907.43 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27052.56 Day 24 No 649.87 7-30 Days L-5 28256.95 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9569.61 Day 24 Yes 107.50 7-30 Days L-6 8961.26 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40781.43 Day 24 Yes 81.25 <7 Days L-7 44324.38 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20318.17 Day 24 Yes 193.23 7-30 Days L-8 21093.60 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23052.89 Day 24 No 170.27 31-90 Days L-9 24070.02 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43622.07 Day 24 No 237.27 7-30 Days LC-1 43684.30 No T+1 Yes No Funding