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 3914.91 Day 39 Yes 34.08 31-90 Days S-6-Q 4090.59 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23794.90 Day 39 Yes 1076.15 31-90 Days S-7-Q 24330.46 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16360.50 Day 39 No 410.80 31-90 Days E-1-Q 15345.35 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 979.62 Day 39 Yes 42.88 <7 Days E-2-Q 1077.12 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22833.89 Day 39 Yes 536.56 7-30 Days IG-1-Q 24970.49 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27860.31 Day 39 Yes 1156.87 7-30 Days IG-2-Q 27319.93 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5668.54 Day 39 Yes 227.38 <7 Days C-1 5793.71 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41487.20 Day 39 Yes 375.58 7-30 Days CB-4 37379.90 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2354.86 Day 39 Yes 58.74 31-90 Days E-10 2497.37 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43027.59 Day 39 No 2044.36 31-90 Days E-3 40786.71 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31782.13 Day 39 Yes 412.86 31-90 Days E-4 29077.54 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22823.20 Day 39 Yes 843.40 31-90 Days E-5 21215.39 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39787.57 Day 39 Yes 940.46 31-90 Days E-6 40533.46 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24308.96 Day 39 Yes 365.71 31-90 Days E-7 26054.24 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13676.52 Day 39 No 114.78 7-30 Days E-8 13109.73 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12188.21 Day 39 Yes 335.88 <7 Days E-9 12203.16 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4030.59 Day 39 Yes 30.55 31-90 Days G-4 4141.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33231.67 Day 39 No 577.15 <7 Days IG-3 33871.98 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14485.77 Day 39 Yes 649.04 <7 Days IG-4 13126.20 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34876.84 Day 39 Yes 1382.77 7-30 Days IG-5 37972.06 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26767.39 Day 39 Yes 311.40 <7 Days IG-6 28098.96 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7540.62 Day 39 No 348.51 31-90 Days IG-7 8076.35 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21965.22 Day 39 Yes 779.79 31-90 Days IG-8 22049.99 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2095.04 Day 39 Yes 87.17 <7 Days L-1 1926.09 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18544.49 Day 39 Yes 647.86 31-90 Days L-10 18776.02 No T+2 No No Securities Finance