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 19856.11 Day 38 No 637.17 <7 Days N-4 17994.96 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29077.67 Day 38 No 193.84 <7 Days N-5 30815.64 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25806.64 Day 38 No 862.99 <7 Days N-6 25062.61 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23355.91 Day 38 Yes 940.91 <7 Days N-7 22785.50 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16879.16 Day 38 No 462.44 31-90 Days P-1 17433.27 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32953.61 Day 38 No 998.20 <7 Days P-2 32497.23 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40867.13 Day 38 No 1048.34 <7 Days S-8 38189.39 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20228.01 Day 38 Yes 214.95 <7 Days Y-1 18902.83 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17639.78 Day 38 No 722.41 7-30 Days Y-2 18879.43 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25892.46 Day 38 No 152.77 7-30 Days Y-3 26815.18 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35805.92 Day 38 Yes 181.79 <7 Days Y-4 34029.42 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8023.39 Day 38 No 9.91 7-30 Days Z-1 7886.75 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18384.31 Day 38 Yes 674.46 <7 Days A-2 18900.51 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14993.92 Day 38 No 19.68 31-90 Days A-3 14840.38 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10018.77 Day 38 No 344.13 31-90 Days A-4 10413.55 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39637.89 Day 38 Yes 93.46 <7 Days A-5 35989.54 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6798.57 Day 38 No 236.45 31-90 Days CB-1 6658.35 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37038.32 Day 38 Yes 1736.59 31-90 Days CB-2 35764.56 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18519.78 Day 38 No 365.44 7-30 Days CB-3 17249.32 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18415.95 Day 38 Yes 346.87 7-30 Days E-1 19367.65 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18241.68 Day 38 Yes 247.55 31-90 Days E-2 17639.48 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39948.48 Day 38 No 1244.33 7-30 Days G-1 43747.70 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7421.40 Day 38 No 249.05 31-90 Days G-2 6890.88 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42193.54 Day 38 No 883.29 7-30 Days G-3 40635.30 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16494.70 Day 38 Yes 65.90 7-30 Days IG-1 16686.95 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury