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 31512.00 Day 37 No 145.32 31-90 Days E-2-Q 32866.81 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12810.92 Day 37 No 147.74 7-30 Days IG-1-Q 12644.97 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15170.34 Day 37 No 225.65 7-30 Days IG-2-Q 13986.10 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27726.06 Day 37 Yes 958.18 31-90 Days C-1 26737.97 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10048.72 Day 37 Yes 37.74 <7 Days CB-4 9670.00 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12471.07 Day 37 No 390.48 7-30 Days E-10 12226.14 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1428.70 Day 37 Yes 48.55 7-30 Days E-3 1442.65 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26542.24 Day 37 No 698.25 7-30 Days E-4 27847.04 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30185.87 Day 37 Yes 300.49 7-30 Days E-5 28490.16 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41176.48 Day 37 Yes 1595.46 <7 Days E-6 39189.16 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10237.44 Day 37 No 416.12 <7 Days E-7 9365.96 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16278.21 Day 37 No 672.59 7-30 Days E-8 15405.13 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33473.38 Day 37 Yes 1206.77 7-30 Days E-9 32703.07 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22333.39 Day 37 Yes 420.27 7-30 Days G-4 22514.63 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34554.49 Day 37 Yes 1086.00 7-30 Days IG-3 35763.35 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37654.22 Day 37 Yes 957.83 <7 Days IG-4 35725.69 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32516.39 Day 37 No 626.37 7-30 Days IG-5 32781.69 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 779.49 Day 37 Yes 4.01 31-90 Days IG-6 783.68 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12779.19 Day 37 No 405.70 31-90 Days IG-7 12738.32 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18723.40 Day 37 Yes 379.57 7-30 Days IG-8 18640.79 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23861.90 Day 37 Yes 858.03 31-90 Days L-1 23815.93 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13885.90 Day 37 Yes 509.96 7-30 Days L-10 14498.64 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31675.61 Day 37 No 1529.22 <7 Days L-11 33919.51 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43423.20 Day 37 Yes 386.69 7-30 Days L-2 42930.88 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10934.56 Day 37 Yes 246.17 31-90 Days L-3 10437.44 No T+0 Yes Yes Liberty Wealth Management LLC Trading