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 29321.64 Day 49 Yes 422.11 <7 Days E-4 28365.28 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6496.08 Day 49 No 167.79 31-90 Days E-5 6529.62 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15819.55 Day 49 Yes 541.20 31-90 Days E-6 16732.21 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38509.48 Day 49 Yes 1472.98 31-90 Days E-7 35780.48 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20615.52 Day 49 Yes 786.96 7-30 Days E-8 22608.32 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11610.94 Day 49 Yes 74.39 7-30 Days E-9 10872.84 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11589.00 Day 49 Yes 541.35 7-30 Days G-4 11213.11 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28719.86 Day 49 Yes 248.60 7-30 Days IG-3 28382.34 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35154.88 Day 49 No 383.56 31-90 Days IG-4 36132.71 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23264.14 Day 49 Yes 831.32 <7 Days IG-5 24184.22 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41248.56 Day 49 Yes 207.41 7-30 Days IG-6 41053.85 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17498.10 Day 49 Yes 431.20 7-30 Days IG-7 16320.54 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8112.09 Day 49 Yes 107.85 7-30 Days IG-8 8403.94 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13987.53 Day 49 No 198.34 7-30 Days L-1 14034.09 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32300.49 Day 49 Yes 762.09 7-30 Days L-10 30462.44 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28198.42 Day 49 Yes 710.46 7-30 Days L-11 30090.24 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10726.70 Day 49 Yes 403.51 7-30 Days L-2 11647.25 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28496.07 Day 49 Yes 722.09 7-30 Days L-3 28756.17 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21420.06 Day 49 No 70.11 <7 Days L-4 21501.28 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36168.74 Day 49 Yes 1062.10 7-30 Days L-5 36807.32 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 853.87 Day 49 No 38.14 <7 Days L-6 913.52 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 336.94 Day 49 No 11.19 <7 Days L-7 361.56 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39586.72 Day 49 Yes 1771.44 31-90 Days L-8 40242.02 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27544.20 Day 49 No 79.94 7-30 Days L-9 29581.68 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31503.79 Day 49 No 1539.24 31-90 Days LC-1 33528.16 No T+2 No No Funding