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 41986.02 Day 40 No 573.05 <7 Days N-1 40198.63 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7958.55 Day 40 No 208.26 7-30 Days N-2 7918.30 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32299.88 Day 40 No 1085.32 31-90 Days N-3 33743.49 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30088.25 Day 40 Yes 819.85 31-90 Days N-4 27551.47 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43816.96 Day 40 No 442.48 <7 Days N-5 47698.05 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14135.46 Day 40 No 166.35 <7 Days N-6 13389.51 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2259.81 Day 40 No 41.05 7-30 Days N-7 2300.38 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14135.00 Day 40 No 420.87 <7 Days P-1 15391.09 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23486.75 Day 40 No 593.76 31-90 Days P-2 23777.05 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22708.88 Day 40 Yes 1048.46 7-30 Days S-8 22494.78 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25433.79 Day 40 No 1259.81 31-90 Days Y-1 25774.22 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19165.08 Day 40 No 519.08 7-30 Days Y-2 18319.34 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17499.65 Day 40 No 756.58 31-90 Days Y-3 15939.36 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36313.72 Day 40 No 1386.79 <7 Days Y-4 33197.09 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33991.77 Day 40 Yes 392.62 <7 Days Z-1 34734.98 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29439.76 Day 40 Yes 560.25 <7 Days A-2 29095.74 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41254.59 Day 40 Yes 1949.77 <7 Days A-3 45236.33 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9869.67 Day 40 Yes 366.25 7-30 Days A-4 10796.41 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40438.63 Day 40 No 218.74 <7 Days A-5 41013.66 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15594.96 Day 40 No 80.12 <7 Days CB-1 15905.10 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17563.02 Day 40 Yes 663.22 <7 Days CB-2 17009.77 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28836.21 Day 40 No 1311.56 <7 Days CB-3 28032.46 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10330.89 Day 40 Yes 89.31 <7 Days E-1 9438.49 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9252.60 Day 40 No 448.26 <7 Days E-2 8346.24 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32512.64 Day 40 Yes 734.75 7-30 Days G-1 31959.26 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury