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 5155.03 Day 43 No 185.82 7-30 Days IG-5 5160.92 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34861.51 Day 43 No 249.58 31-90 Days IG-6 37420.24 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27816.51 Day 43 No 223.18 <7 Days IG-7 27533.46 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8108.66 Day 43 Yes 13.28 7-30 Days IG-8 7907.29 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42948.37 Day 43 Yes 1816.15 31-90 Days L-1 41770.34 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34166.36 Day 43 Yes 1296.21 <7 Days L-10 36448.47 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22926.01 Day 43 No 719.70 7-30 Days L-11 24952.35 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2465.04 Day 43 No 115.66 7-30 Days L-2 2483.28 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18071.87 Day 43 Yes 743.37 7-30 Days L-3 16808.23 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36200.32 Day 43 No 932.67 31-90 Days L-4 33701.88 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35520.58 Day 43 Yes 1665.71 <7 Days L-5 38845.09 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35973.55 Day 43 No 418.45 31-90 Days L-6 35259.79 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1451.21 Day 43 Yes 21.78 31-90 Days L-7 1511.59 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1524.45 Day 43 No 20.20 31-90 Days L-8 1418.78 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1839.44 Day 43 No 9.43 7-30 Days L-9 1968.62 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11714.63 Day 43 Yes 175.74 31-90 Days LC-1 11532.27 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37775.57 Day 43 No 1202.74 <7 Days LC-2 34071.78 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40185.31 Day 43 Yes 1582.44 <7 Days N-1 38299.98 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37470.37 Day 43 No 1566.37 <7 Days N-2 36246.22 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38537.64 Day 43 No 797.52 <7 Days N-3 41641.34 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 295.99 Day 43 Yes 14.07 7-30 Days N-4 271.64 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42464.13 Day 43 Yes 1107.42 7-30 Days N-5 46159.22 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15890.84 Day 43 No 742.97 7-30 Days N-6 14753.10 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9102.52 Day 43 No 43.67 7-30 Days N-7 9747.73 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10336.97 Day 43 Yes 214.40 31-90 Days P-1 9416.46 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding