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 8510.88 Day 57 No 118.71 7-30 Days Y-3 8929.82 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41999.27 Day 57 No 1253.52 7-30 Days Y-4 37941.68 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40583.95 Day 57 No 1190.04 <7 Days Z-1 41170.82 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35694.99 Day 57 Yes 831.83 7-30 Days A-2 33381.76 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32291.15 Day 57 Yes 1161.80 <7 Days A-3 35167.45 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42076.26 Day 57 No 1103.54 <7 Days A-4 38917.13 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3319.67 Day 57 No 17.18 <7 Days A-5 3373.87 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13549.87 Day 57 Yes 208.73 <7 Days CB-1 12280.99 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25004.17 Day 57 Yes 409.87 31-90 Days CB-2 26861.94 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26240.47 Day 57 Yes 1135.47 31-90 Days CB-3 24593.25 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22536.41 Day 57 Yes 566.42 31-90 Days E-1 22850.73 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33681.58 Day 57 No 782.74 <7 Days E-2 36288.41 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31369.67 Day 57 No 237.25 7-30 Days G-1 29130.69 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8607.89 Day 57 No 13.83 <7 Days G-2 9202.53 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43945.61 Day 57 Yes 1610.13 31-90 Days G-3 41359.97 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18602.28 Day 57 Yes 484.27 <7 Days IG-1 18741.54 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15281.31 Day 57 No 296.29 <7 Days IG-2 14072.13 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2047.97 Day 57 Yes 12.15 31-90 Days S-1 2168.89 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10321.54 Day 57 No 167.34 7-30 Days S-2 10118.64 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17748.26 Day 57 No 315.27 7-30 Days S-3 17916.54 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6161.86 Day 57 No 206.01 31-90 Days S-4 6166.09 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2909.88 Day 57 No 79.44 31-90 Days S-5 2977.78 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24633.68 Day 57 No 626.44 31-90 Days S-6 25146.18 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42398.82 Day 57 Yes 224.45 31-90 Days S-7 42465.45 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32054.12 Day 58 No 621.14 <7 Days A-0-Q 32843.27 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance