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 7929.28 Day 48 No 361.72 7-30 Days S-5-Q 7978.00 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43880.84 Day 48 Yes 1446.27 <7 Days S-6-Q 45831.31 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43341.56 Day 48 No 1869.23 7-30 Days S-7-Q 42691.75 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15908.49 Day 48 No 654.02 7-30 Days E-1-Q 17344.65 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1247.55 Day 48 Yes 16.07 7-30 Days E-2-Q 1185.25 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3990.23 Day 48 Yes 98.75 7-30 Days IG-1-Q 3593.75 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12715.97 Day 48 Yes 68.05 31-90 Days IG-2-Q 13568.24 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21994.84 Day 48 No 26.87 31-90 Days C-1 22843.73 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13076.86 Day 48 No 344.69 7-30 Days CB-4 13649.94 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31613.52 Day 48 Yes 0.46 <7 Days E-10 32464.89 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28918.11 Day 48 Yes 863.96 <7 Days E-3 31064.98 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27154.41 Day 48 Yes 1.83 <7 Days E-4 28040.49 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19503.58 Day 48 Yes 484.89 <7 Days E-5 19274.20 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39859.60 Day 48 No 290.40 <7 Days E-6 40253.67 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2704.39 Day 48 Yes 99.74 7-30 Days E-7 2658.93 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24070.54 Day 48 Yes 888.39 <7 Days E-8 22745.77 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33990.27 Day 48 Yes 975.78 7-30 Days E-9 35418.65 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29899.58 Day 48 Yes 369.52 31-90 Days G-4 30395.70 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10827.80 Day 48 No 462.02 7-30 Days IG-3 11467.93 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7816.07 Day 48 Yes 293.67 31-90 Days IG-4 7168.39 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32433.29 Day 48 No 506.82 7-30 Days IG-5 30204.42 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39773.40 Day 48 Yes 1873.57 7-30 Days IG-6 40773.23 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20944.13 Day 48 No 869.69 31-90 Days IG-7 22854.79 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14055.56 Day 48 No 314.11 7-30 Days IG-8 14385.85 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32841.29 Day 48 No 1538.87 31-90 Days L-1 36004.03 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading