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 6833.80 Day 42 Yes 1.37 <7 Days A-0-Q 6509.22 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41669.22 Day 42 No 2066.87 31-90 Days A-1-Q 41465.26 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32497.90 Day 42 Yes 871.90 31-90 Days A-2-Q 31785.65 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22777.09 Day 42 Yes 281.62 31-90 Days A-3-Q 23478.58 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17391.54 Day 42 Yes 480.09 <7 Days A-4-Q 16487.41 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36613.90 Day 42 Yes 340.43 31-90 Days A-5-Q 34845.75 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24746.19 Day 42 Yes 779.30 7-30 Days CB-1-Q 23885.98 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38122.07 Day 42 Yes 1339.80 7-30 Days CB-2-Q 35947.30 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39300.21 Day 42 No 1571.07 31-90 Days S-1-Q 38470.02 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10099.51 Day 42 No 304.72 7-30 Days S-2-Q 10649.41 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20233.47 Day 42 No 489.08 7-30 Days S-3-Q 20446.73 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8982.33 Day 42 No 196.78 <7 Days S-4-Q 8532.45 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21675.63 Day 42 Yes 910.84 31-90 Days CB-3-Q 21422.99 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42458.71 Day 42 Yes 689.87 <7 Days G-1-Q 46445.03 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41856.93 Day 42 Yes 1872.59 7-30 Days G-2-Q 44891.01 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4454.19 Day 42 No 218.94 7-30 Days G-3-Q 4099.16 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7443.16 Day 42 Yes 338.12 <7 Days S-5-Q 7056.45 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14972.73 Day 42 Yes 367.00 31-90 Days S-6-Q 15749.21 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17986.82 Day 42 Yes 626.32 <7 Days S-7-Q 19388.83 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24993.25 Day 42 Yes 659.23 31-90 Days E-1-Q 22793.96 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22577.14 Day 42 No 507.53 7-30 Days E-2-Q 23490.49 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33014.95 Day 42 No 892.98 <7 Days IG-1-Q 33543.92 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13798.23 Day 42 Yes 539.23 31-90 Days IG-2-Q 14335.39 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40364.93 Day 42 No 1126.75 7-30 Days C-1 38848.49 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40349.46 Day 42 No 667.56 7-30 Days CB-4 43369.67 No T+0 No No Funding