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 28409.40 Day 34 No 1416.07 7-30 Days CB-3-Q 27298.87 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30100.64 Day 34 No 1352.08 7-30 Days G-1-Q 30399.30 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 578.40 Day 34 No 9.61 <7 Days G-2-Q 633.26 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8824.23 Day 34 Yes 56.89 <7 Days G-3-Q 9228.01 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16036.65 Day 34 No 788.42 31-90 Days S-5-Q 15053.88 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42068.88 Day 34 No 192.87 31-90 Days S-6-Q 38532.08 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20492.88 Day 34 No 29.84 7-30 Days S-7-Q 19874.68 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23604.16 Day 34 Yes 996.58 31-90 Days E-1-Q 23704.50 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12358.51 Day 34 No 321.69 31-90 Days E-2-Q 12028.76 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1928.65 Day 34 Yes 44.56 31-90 Days IG-1-Q 1951.77 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12993.40 Day 34 Yes 609.98 7-30 Days IG-2-Q 12475.14 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15705.76 Day 34 No 630.14 <7 Days C-1 15254.45 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12534.95 Day 34 Yes 489.89 31-90 Days CB-4 12607.02 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38267.05 Day 34 Yes 41.68 7-30 Days E-10 39755.95 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30231.10 Day 34 No 1204.58 7-30 Days E-3 32023.33 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37330.28 Day 34 No 379.31 7-30 Days E-4 34861.25 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19454.95 Day 34 Yes 69.87 31-90 Days E-5 21151.23 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15171.09 Day 34 No 555.37 31-90 Days E-6 15921.82 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40878.16 Day 34 Yes 2006.66 7-30 Days E-7 43880.89 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38450.39 Day 34 No 700.97 31-90 Days E-8 39552.41 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15138.21 Day 34 Yes 685.16 31-90 Days E-9 13994.51 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25017.17 Day 34 No 874.69 <7 Days G-4 26022.11 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6429.08 Day 34 No 21.90 7-30 Days IG-3 6620.97 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27810.92 Day 34 No 60.24 31-90 Days IG-4 26134.73 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2689.82 Day 34 Yes 74.31 7-30 Days IG-5 2847.20 Yes T+0 No No Securities Finance