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 20039.06 Day 36 Yes 684.48 <7 Days S-3 18037.87 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12112.13 Day 36 No 417.33 <7 Days S-4 12348.00 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36930.78 Day 36 No 1149.16 7-30 Days S-5 35219.18 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28381.35 Day 36 No 842.80 7-30 Days S-6 26612.66 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15805.86 Day 36 No 458.78 <7 Days S-7 15503.50 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39115.68 Day 37 No 697.26 7-30 Days A-0-Q 41320.26 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35009.93 Day 37 Yes 459.42 7-30 Days A-1-Q 32028.54 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16380.74 Day 37 Yes 589.56 7-30 Days A-2-Q 16983.81 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27581.58 Day 37 No 1074.52 7-30 Days A-3-Q 26397.60 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35535.55 Day 37 Yes 1502.60 <7 Days A-4-Q 35560.33 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6056.45 Day 37 No 191.50 7-30 Days A-5-Q 6149.59 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32156.94 Day 37 Yes 969.48 31-90 Days CB-1-Q 35036.52 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41804.84 Day 37 Yes 1333.77 7-30 Days CB-2-Q 43665.93 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41202.21 Day 37 Yes 441.06 31-90 Days S-1-Q 38063.24 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24034.36 Day 37 No 951.03 7-30 Days S-2-Q 25624.66 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13041.89 Day 37 No 352.74 7-30 Days S-3-Q 13735.26 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2531.65 Day 37 Yes 17.81 7-30 Days S-4-Q 2445.60 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9580.36 Day 37 Yes 275.49 7-30 Days CB-3-Q 9027.73 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17915.83 Day 37 Yes 797.26 7-30 Days G-1-Q 17559.02 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26026.42 Day 37 No 902.85 7-30 Days G-2-Q 27198.98 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26955.75 Day 37 No 41.43 7-30 Days G-3-Q 25306.14 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1842.02 Day 37 No 13.32 7-30 Days S-5-Q 1658.09 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12191.07 Day 37 Yes 402.06 7-30 Days S-6-Q 11661.87 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8126.39 Day 37 Yes 303.12 7-30 Days S-7-Q 7553.82 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29662.14 Day 37 Yes 1204.02 <7 Days E-1-Q 29850.01 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading