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 34735.37 Day 35 Yes 763.02 31-90 Days C-1 31676.58 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39565.68 Day 35 No 522.14 31-90 Days CB-4 42659.98 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9318.98 Day 35 Yes 372.01 7-30 Days E-10 9869.03 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35600.10 Day 35 No 1227.03 31-90 Days E-3 36261.81 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10963.83 Day 35 No 234.08 <7 Days E-4 10208.00 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38653.59 Day 35 Yes 1291.83 31-90 Days E-5 36726.28 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16611.96 Day 35 Yes 572.84 7-30 Days E-6 16614.08 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37317.03 Day 35 No 910.41 31-90 Days E-7 40880.59 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32908.38 Day 35 Yes 48.01 31-90 Days E-8 30224.39 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21089.44 Day 35 Yes 235.41 <7 Days E-9 19158.31 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43472.92 Day 35 No 932.83 7-30 Days G-4 40731.08 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19248.04 Day 35 Yes 489.90 7-30 Days IG-3 17735.81 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10793.13 Day 35 No 169.90 7-30 Days IG-4 10191.10 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10768.27 Day 35 Yes 89.12 <7 Days IG-5 10726.02 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35109.56 Day 35 No 148.59 7-30 Days IG-6 35176.34 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29093.92 Day 35 No 873.72 7-30 Days IG-7 28474.60 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27156.90 Day 35 No 637.13 7-30 Days IG-8 29476.71 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18815.58 Day 35 Yes 104.94 31-90 Days L-1 18970.76 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2921.75 Day 35 Yes 64.19 <7 Days L-10 2749.22 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31299.21 Day 35 No 1003.07 <7 Days L-11 30271.12 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38031.17 Day 35 Yes 877.95 7-30 Days L-2 39793.14 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31608.61 Day 35 Yes 1202.11 <7 Days L-3 32377.16 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43129.47 Day 35 No 1575.08 31-90 Days L-4 44970.29 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24330.09 Day 35 No 727.20 7-30 Days L-5 23725.24 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26651.02 Day 35 No 602.11 7-30 Days L-6 24222.47 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding