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 29786.39 Day 58 No 360.64 7-30 Days A-1-Q 28340.19 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34398.60 Day 58 Yes 620.59 7-30 Days A-2-Q 37353.34 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10617.80 Day 58 Yes 412.24 <7 Days A-3-Q 11225.46 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34466.63 Day 58 Yes 609.09 31-90 Days A-4-Q 34688.69 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42631.49 Day 58 No 652.52 7-30 Days A-5-Q 44825.03 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16270.34 Day 58 Yes 470.33 7-30 Days CB-1-Q 17833.03 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26281.89 Day 58 Yes 853.67 <7 Days CB-2-Q 25872.82 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10838.14 Day 58 No 416.71 31-90 Days S-1-Q 10288.73 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32303.74 Day 58 No 609.56 7-30 Days S-2-Q 30137.39 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36583.22 Day 58 No 1434.84 <7 Days S-3-Q 38305.14 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5400.14 Day 58 No 197.42 31-90 Days S-4-Q 5374.56 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24534.42 Day 58 Yes 196.91 <7 Days CB-3-Q 23881.07 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12162.78 Day 58 No 19.85 31-90 Days G-1-Q 10993.73 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22666.55 Day 58 Yes 490.65 7-30 Days G-2-Q 21665.28 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34152.80 Day 58 No 1707.10 7-30 Days G-3-Q 34466.40 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15822.88 Day 58 Yes 307.25 7-30 Days S-5-Q 15842.02 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27870.24 Day 58 Yes 979.08 7-30 Days S-6-Q 26359.49 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3792.23 Day 58 No 92.41 <7 Days S-7-Q 3534.18 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36558.61 Day 58 No 836.82 7-30 Days E-1-Q 37919.03 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32365.76 Day 58 Yes 739.29 7-30 Days E-2-Q 31119.88 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32528.07 Day 58 No 814.67 <7 Days IG-1-Q 33587.93 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15450.72 Day 58 No 217.15 <7 Days IG-2-Q 14836.07 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25840.45 Day 58 Yes 1150.98 31-90 Days C-1 25649.17 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29551.68 Day 58 Yes 738.21 31-90 Days CB-4 30250.45 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 380.37 Day 58 No 12.18 31-90 Days E-10 368.57 No T+0 No No Treasury