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 39543.60 Day 32 Yes 931.58 <7 Days L-1 36588.47 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14218.28 Day 32 Yes 651.43 <7 Days L-10 13662.99 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20031.28 Day 32 No 562.61 7-30 Days L-11 21868.35 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26705.07 Day 32 Yes 304.82 <7 Days L-2 27553.74 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26638.48 Day 32 No 1104.58 <7 Days L-3 24253.62 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 240.57 Day 32 Yes 3.60 <7 Days L-4 236.55 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24370.87 Day 32 No 1088.71 7-30 Days L-5 23879.71 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16526.78 Day 32 Yes 769.45 31-90 Days L-6 17523.89 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18014.66 Day 32 No 367.05 <7 Days L-7 18316.88 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19272.46 Day 32 No 27.19 <7 Days L-8 20955.85 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26053.52 Day 32 No 439.74 31-90 Days L-9 25390.38 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22302.83 Day 32 Yes 123.46 31-90 Days LC-1 22158.04 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13480.41 Day 32 No 471.33 <7 Days LC-2 12582.14 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33751.05 Day 32 No 1485.20 7-30 Days N-1 31655.09 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2546.64 Day 32 Yes 9.73 7-30 Days N-2 2625.11 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35382.37 Day 32 No 78.51 31-90 Days N-3 38390.00 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4410.37 Day 32 No 27.61 7-30 Days N-4 4755.54 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17128.47 Day 32 Yes 643.16 <7 Days N-5 16256.52 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2223.89 Day 32 Yes 109.60 31-90 Days N-6 2437.65 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25998.07 Day 32 Yes 850.71 7-30 Days N-7 26190.67 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34126.21 Day 32 No 654.48 7-30 Days P-1 33737.35 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5485.02 Day 32 Yes 137.65 31-90 Days P-2 5113.37 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34671.78 Day 32 No 1513.28 31-90 Days S-8 36888.81 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36936.50 Day 32 No 802.51 7-30 Days Y-1 37915.47 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37262.31 Day 32 No 1170.98 <7 Days Y-2 36757.00 No T+0 No No Trading