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 34592.81 Day 57 No 710.64 31-90 Days G-3-Q 33317.04 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11718.51 Day 57 No 62.07 31-90 Days S-5-Q 10968.41 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19285.79 Day 57 Yes 245.93 7-30 Days S-6-Q 19042.41 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15354.08 Day 57 Yes 309.36 7-30 Days S-7-Q 15137.54 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5776.98 Day 57 No 22.05 <7 Days E-1-Q 6163.69 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1515.63 Day 57 Yes 39.95 <7 Days E-2-Q 1564.37 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24836.46 Day 57 No 1015.83 <7 Days IG-1-Q 23397.21 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23172.95 Day 57 Yes 1032.09 31-90 Days IG-2-Q 20901.95 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4937.23 Day 57 No 156.58 7-30 Days C-1 4644.62 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5031.02 Day 57 No 157.44 31-90 Days CB-4 4639.13 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6130.08 Day 57 No 74.94 <7 Days E-10 6243.36 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13283.29 Day 57 Yes 231.94 31-90 Days E-3 14322.92 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42845.53 Day 57 No 1629.41 7-30 Days E-4 47036.40 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24013.87 Day 57 No 701.77 <7 Days E-5 21917.56 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23017.80 Day 57 Yes 18.03 7-30 Days E-6 22023.42 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32045.79 Day 57 No 50.68 <7 Days E-7 35188.62 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3375.59 Day 57 Yes 147.77 31-90 Days E-8 3121.57 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13025.65 Day 57 No 257.53 <7 Days E-9 12003.77 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43634.94 Day 57 Yes 568.54 7-30 Days G-4 44597.12 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33901.07 Day 57 Yes 172.44 7-30 Days IG-3 32666.49 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36455.11 Day 57 Yes 903.30 <7 Days IG-4 38356.95 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10935.71 Day 57 Yes 299.89 7-30 Days IG-5 10710.80 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6521.64 Day 57 Yes 211.86 7-30 Days IG-6 6201.37 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18995.11 Day 57 Yes 942.40 <7 Days IG-7 18573.82 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9479.27 Day 57 Yes 412.66 7-30 Days IG-8 9380.51 Yes T+0 No No Securities Finance