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 42865.41 Day 45 Yes 1711.38 <7 Days S-2 46497.18 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28020.43 Day 45 Yes 1344.15 <7 Days S-3 26574.30 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32582.34 Day 45 No 31.49 31-90 Days S-4 30910.28 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22794.12 Day 45 No 964.49 31-90 Days S-5 21088.61 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22524.92 Day 45 No 229.48 7-30 Days S-6 21667.86 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40223.64 Day 45 No 1445.74 7-30 Days S-7 37540.85 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17839.77 Day 46 Yes 255.81 7-30 Days A-0-Q 18474.76 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27156.28 Day 46 No 919.54 31-90 Days A-1-Q 28301.05 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22656.47 Day 46 Yes 922.42 31-90 Days A-2-Q 22997.49 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39018.91 Day 46 Yes 1595.16 <7 Days A-3-Q 35405.04 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40551.29 Day 46 Yes 834.79 7-30 Days A-4-Q 43094.04 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4698.19 Day 46 No 165.02 31-90 Days A-5-Q 5125.23 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20311.02 Day 46 No 174.00 <7 Days CB-1-Q 19072.04 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13673.30 Day 46 No 498.25 7-30 Days CB-2-Q 13168.79 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21416.89 Day 46 No 442.85 31-90 Days S-1-Q 20151.70 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9705.44 Day 46 No 87.45 <7 Days S-2-Q 10388.74 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33799.13 Day 46 No 1666.25 <7 Days S-3-Q 30766.43 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4100.20 Day 46 Yes 60.57 <7 Days S-4-Q 4133.30 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33114.00 Day 46 Yes 412.52 31-90 Days CB-3-Q 30203.49 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38254.83 Day 46 No 944.21 <7 Days G-1-Q 37250.93 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32986.35 Day 46 No 806.32 7-30 Days G-2-Q 31209.79 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23264.32 Day 46 No 1162.50 <7 Days G-3-Q 23385.28 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17804.74 Day 46 No 238.06 7-30 Days S-5-Q 16257.74 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1631.56 Day 46 Yes 20.19 7-30 Days S-6-Q 1646.85 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17409.64 Day 46 No 277.87 31-90 Days S-7-Q 18667.06 Yes T+1 Yes No Securities Finance