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 43217.78 Day 49 No 1827.20 31-90 Days LC-2 40457.34 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17409.07 Day 49 Yes 75.70 7-30 Days N-1 17561.99 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8705.11 Day 49 Yes 355.78 7-30 Days N-2 8175.25 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 809.89 Day 49 Yes 12.93 31-90 Days N-3 756.11 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37355.44 Day 49 Yes 1372.88 <7 Days N-4 37793.49 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22132.63 Day 49 No 802.15 31-90 Days N-5 24032.34 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31418.08 Day 49 No 1152.94 <7 Days N-6 28752.22 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7743.26 Day 49 Yes 361.15 31-90 Days N-7 8030.82 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11715.27 Day 49 No 574.34 7-30 Days P-1 11449.88 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25684.81 Day 49 No 1124.76 31-90 Days P-2 24555.88 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43366.17 Day 49 No 698.62 <7 Days S-8 45317.40 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24100.45 Day 49 No 739.53 31-90 Days Y-1 22815.54 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7269.13 Day 49 No 328.95 31-90 Days Y-2 7572.28 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9007.27 Day 49 Yes 205.25 31-90 Days Y-3 8806.06 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40334.12 Day 49 No 881.46 31-90 Days Y-4 43378.42 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21850.08 Day 49 No 916.48 7-30 Days Z-1 21301.45 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43481.27 Day 49 No 1803.54 <7 Days A-2 39439.13 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40477.91 Day 49 Yes 1676.76 31-90 Days A-3 40092.69 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27169.31 Day 49 Yes 835.49 7-30 Days A-4 27092.90 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40728.98 Day 49 Yes 342.89 7-30 Days A-5 38115.39 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35235.57 Day 49 No 509.79 7-30 Days CB-1 34623.77 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11558.54 Day 49 No 229.41 <7 Days CB-2 10995.94 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32711.19 Day 49 No 470.56 7-30 Days CB-3 34063.75 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28695.64 Day 49 No 371.21 7-30 Days E-1 27323.78 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40107.58 Day 49 Yes 1828.74 7-30 Days E-2 44113.21 Yes T+2 Yes No Funding