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 5433.69 Day 59 No 112.46 31-90 Days S-8 5695.64 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5371.38 Day 59 Yes 109.76 7-30 Days Y-1 5860.36 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39747.76 Day 59 Yes 1566.94 7-30 Days Y-2 41459.67 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19980.00 Day 59 Yes 413.42 <7 Days Y-3 21137.03 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27188.84 Day 59 Yes 77.34 7-30 Days Y-4 27858.16 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13772.65 Day 59 No 81.51 7-30 Days Z-1 14843.13 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21208.09 Day 59 Yes 510.89 7-30 Days A-2 21252.30 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39414.58 Day 59 No 1468.51 <7 Days A-3 41131.97 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35477.83 Day 59 No 1177.02 7-30 Days A-4 34130.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 44.07 Day 59 Yes 1.41 31-90 Days A-5 42.11 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19804.36 Day 59 No 93.79 <7 Days CB-1 18212.65 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11089.69 Day 59 Yes 452.04 7-30 Days CB-2 10609.13 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9410.75 Day 59 Yes 374.81 7-30 Days CB-3 10034.12 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5196.42 Day 59 Yes 37.13 7-30 Days E-1 5020.36 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22925.06 Day 59 No 294.42 <7 Days E-2 24085.76 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26931.93 Day 59 No 961.94 7-30 Days G-1 25637.68 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40325.45 Day 59 Yes 1744.31 31-90 Days G-2 43998.35 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3655.09 Day 59 No 106.76 <7 Days G-3 3816.73 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41918.08 Day 59 Yes 1179.57 <7 Days IG-1 45592.07 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31724.67 Day 59 No 171.61 7-30 Days IG-2 33931.58 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12359.33 Day 59 Yes 463.63 31-90 Days S-1 12181.10 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4360.48 Day 59 No 157.39 <7 Days S-2 3944.37 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31370.70 Day 59 Yes 1013.27 7-30 Days S-3 29656.25 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26105.13 Day 59 Yes 1101.44 31-90 Days S-4 24966.28 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28290.76 Day 59 Yes 1033.36 7-30 Days S-5 30914.01 No T+0 No No Funding