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 4251.36 Day 34 No 136.13 7-30 Days IG-6 4203.27 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9253.65 Day 34 No 39.66 31-90 Days IG-7 10116.50 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43077.79 Day 34 Yes 856.65 <7 Days IG-8 43544.88 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6271.70 Day 34 No 301.15 <7 Days L-1 5853.41 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19072.09 Day 34 No 890.90 <7 Days L-10 19883.77 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8666.57 Day 34 No 275.53 7-30 Days L-11 9049.11 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34546.76 Day 34 Yes 909.45 7-30 Days L-2 35630.67 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20359.72 Day 34 No 318.69 31-90 Days L-3 18393.14 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34259.39 Day 34 No 1646.25 7-30 Days L-4 31663.54 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10497.54 Day 34 No 88.33 <7 Days L-5 11268.00 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17325.53 Day 34 No 842.52 <7 Days L-6 15614.36 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5068.85 Day 34 No 238.38 <7 Days L-7 5304.13 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11191.34 Day 34 No 248.63 31-90 Days L-8 10367.46 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17111.42 Day 34 Yes 109.61 31-90 Days L-9 17281.84 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10222.66 Day 34 Yes 443.21 7-30 Days LC-1 10385.21 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15334.03 Day 34 No 576.56 <7 Days LC-2 16052.58 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8.72 Day 34 No 0.33 <7 Days N-1 7.99 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12798.63 Day 34 No 416.27 7-30 Days N-2 13466.49 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7257.34 Day 34 No 165.97 31-90 Days N-3 7767.92 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30409.15 Day 34 Yes 436.81 <7 Days N-4 30068.11 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15783.07 Day 34 Yes 609.45 7-30 Days N-5 14737.52 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15019.22 Day 34 No 517.96 <7 Days N-6 16054.73 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37747.46 Day 34 Yes 1673.18 <7 Days N-7 38657.67 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11359.31 Day 34 No 304.59 7-30 Days P-1 11881.77 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25565.35 Day 34 Yes 210.46 <7 Days P-2 24336.55 Yes T+0 No No Securities Finance