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 19124.42 Day 46 Yes 301.52 7-30 Days L-3 18156.23 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5052.91 Day 46 Yes 150.55 7-30 Days L-4 4938.24 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18644.84 Day 46 Yes 591.55 <7 Days L-5 19858.73 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11202.98 Day 46 No 508.65 31-90 Days L-6 10894.09 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18510.85 Day 46 Yes 918.91 7-30 Days L-7 19739.05 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29444.11 Day 46 Yes 711.67 <7 Days L-8 27116.15 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9431.71 Day 46 No 427.64 7-30 Days L-9 8617.87 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39272.48 Day 46 No 1856.64 7-30 Days LC-1 41110.25 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15286.93 Day 46 No 226.51 7-30 Days LC-2 15254.46 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5725.16 Day 46 Yes 233.31 7-30 Days N-1 5261.78 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10031.96 Day 46 Yes 408.17 31-90 Days N-2 10189.67 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40942.77 Day 46 Yes 592.00 <7 Days N-3 38365.36 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8154.70 Day 46 No 94.05 7-30 Days N-4 8302.56 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6842.06 Day 46 Yes 102.19 7-30 Days N-5 6805.98 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38761.73 Day 46 Yes 1677.04 <7 Days N-6 37125.84 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29479.35 Day 46 No 876.11 7-30 Days N-7 31661.80 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23571.88 Day 46 No 981.77 <7 Days P-1 24082.84 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24468.89 Day 46 Yes 946.25 31-90 Days P-2 22983.31 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34714.91 Day 46 Yes 1378.49 31-90 Days S-8 33391.78 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13722.17 Day 46 No 239.24 31-90 Days Y-1 13089.03 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34107.19 Day 46 No 1427.23 7-30 Days Y-2 36108.15 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33891.53 Day 46 Yes 855.42 31-90 Days Y-3 32669.57 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31067.77 Day 46 No 571.23 7-30 Days Y-4 31176.85 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29883.66 Day 46 No 1374.23 <7 Days Z-1 30878.16 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26806.91 Day 46 No 345.69 <7 Days A-2 29344.31 Yes T+2 No Yes Liberty Capital Markets Inc. Funding