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 39448.65 Day 42 Yes 1468.15 7-30 Days L-9 35898.26 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31776.52 Day 42 No 874.22 7-30 Days LC-1 29329.95 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38057.24 Day 42 No 387.31 31-90 Days LC-2 34253.41 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42990.19 Day 42 Yes 1336.08 31-90 Days N-1 42746.30 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14956.14 Day 42 Yes 607.68 31-90 Days N-2 16279.45 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13857.14 Day 42 Yes 678.68 7-30 Days N-3 13769.30 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16595.49 Day 42 No 69.49 7-30 Days N-4 18047.23 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11413.85 Day 42 No 73.03 31-90 Days N-5 12377.33 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34888.40 Day 42 Yes 111.29 <7 Days N-6 32658.89 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3427.28 Day 42 No 113.84 31-90 Days N-7 3481.30 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33951.11 Day 42 Yes 724.16 31-90 Days P-1 34080.07 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15203.72 Day 42 Yes 431.19 <7 Days P-2 14046.44 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18752.31 Day 42 No 419.39 <7 Days S-8 17912.35 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28165.55 Day 42 Yes 314.71 7-30 Days Y-1 29815.98 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34546.48 Day 42 Yes 1420.84 <7 Days Y-2 34061.45 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21416.05 Day 42 Yes 706.00 31-90 Days Y-3 22061.11 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3063.81 Day 42 Yes 149.55 31-90 Days Y-4 2833.79 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38465.81 Day 42 No 1394.59 31-90 Days Z-1 38815.85 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8599.40 Day 42 Yes 239.78 <7 Days A-2 7951.70 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32508.87 Day 42 No 1201.31 31-90 Days A-3 33286.82 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11831.46 Day 42 Yes 485.72 31-90 Days A-4 12450.95 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27406.16 Day 42 Yes 312.11 7-30 Days A-5 29800.95 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38253.45 Day 42 Yes 312.53 31-90 Days CB-1 41736.05 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16068.36 Day 42 No 739.11 <7 Days CB-2 17146.94 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30661.86 Day 42 Yes 405.10 <7 Days CB-3 33489.43 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury