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 17572.53 Day 45 No 842.29 31-90 Days S-1-Q 18081.56 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32332.83 Day 45 No 1025.58 31-90 Days S-2-Q 32616.91 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1472.29 Day 45 Yes 5.19 7-30 Days S-3-Q 1509.62 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28415.67 Day 45 No 7.39 7-30 Days S-4-Q 30843.61 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42216.30 Day 45 No 1835.69 <7 Days CB-3-Q 45530.86 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41107.90 Day 45 Yes 1414.65 31-90 Days G-1-Q 40624.67 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32924.13 Day 45 Yes 732.42 7-30 Days G-2-Q 34074.08 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3037.89 Day 45 Yes 127.91 7-30 Days G-3-Q 3021.34 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10287.76 Day 45 No 303.97 7-30 Days S-5-Q 10030.98 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12233.49 Day 45 No 288.88 31-90 Days S-6-Q 13452.57 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27469.06 Day 45 No 630.48 31-90 Days S-7-Q 25563.91 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14285.83 Day 45 Yes 62.25 31-90 Days E-1-Q 14881.13 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24372.31 Day 45 No 878.48 <7 Days E-2-Q 22327.25 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31003.74 Day 45 No 1434.47 7-30 Days IG-1-Q 32852.06 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39310.91 Day 45 Yes 278.40 7-30 Days IG-2-Q 40397.05 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24356.57 Day 45 No 266.91 31-90 Days C-1 24126.25 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35274.43 Day 45 Yes 459.08 31-90 Days CB-4 37984.53 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23771.53 Day 45 Yes 11.36 7-30 Days E-10 25821.09 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3222.12 Day 45 Yes 128.82 7-30 Days E-3 2941.84 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11783.50 Day 45 No 161.18 31-90 Days E-4 11713.96 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13022.95 Day 45 Yes 384.50 <7 Days E-5 13875.96 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6337.77 Day 45 Yes 194.68 7-30 Days E-6 6140.28 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28806.76 Day 45 Yes 483.71 31-90 Days E-7 28557.50 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25155.36 Day 45 Yes 1171.69 <7 Days E-8 26173.68 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16390.28 Day 45 No 187.06 7-30 Days E-9 16023.42 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading