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 3670.78 Day 41 No 7.93 <7 Days IG-8 3420.48 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 621.00 Day 41 No 25.81 <7 Days L-1 655.00 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15326.61 Day 41 Yes 38.17 31-90 Days L-10 15788.37 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41638.35 Day 41 Yes 1513.17 7-30 Days L-11 39102.92 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13544.81 Day 41 No 119.36 <7 Days L-2 12235.38 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11490.84 Day 41 Yes 57.10 7-30 Days L-3 10592.69 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3050.48 Day 41 No 138.38 31-90 Days L-4 2823.09 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12447.43 Day 41 No 115.67 <7 Days L-5 13601.67 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7437.02 Day 41 Yes 159.18 <7 Days L-6 7074.18 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11444.93 Day 41 No 295.52 <7 Days L-7 12171.94 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28655.06 Day 41 Yes 192.72 7-30 Days L-8 30611.19 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27424.12 Day 41 No 447.41 <7 Days L-9 26587.64 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3292.95 Day 41 No 37.00 <7 Days LC-1 2980.50 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28648.34 Day 41 Yes 345.91 31-90 Days LC-2 28686.48 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9691.08 Day 41 Yes 256.39 7-30 Days N-1 9101.81 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26953.46 Day 41 Yes 461.78 31-90 Days N-2 24933.71 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22312.44 Day 41 Yes 462.55 7-30 Days N-3 21038.73 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21580.37 Day 41 No 1045.74 7-30 Days N-4 21380.91 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28759.24 Day 41 Yes 389.96 31-90 Days N-5 29793.39 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7834.14 Day 41 No 276.41 <7 Days N-6 7630.94 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6953.08 Day 41 No 71.42 <7 Days N-7 7122.77 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37000.98 Day 41 Yes 1188.96 <7 Days P-1 39478.44 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26975.26 Day 41 Yes 1252.51 7-30 Days P-2 27073.36 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33775.26 Day 41 No 577.63 31-90 Days S-8 30772.53 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9654.92 Day 41 No 326.50 7-30 Days Y-1 8826.81 No T+0 Yes Yes Liberty Wealth Management LLC Trading