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 8560.35 Day 59 Yes 48.63 7-30 Days CB-3-Q 9166.39 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28717.38 Day 59 No 1389.28 7-30 Days G-1-Q 28503.79 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33505.15 Day 59 Yes 488.45 31-90 Days G-2-Q 31229.82 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26503.02 Day 59 Yes 413.43 31-90 Days G-3-Q 25318.37 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13531.40 Day 59 No 347.79 <7 Days S-5-Q 14153.38 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24708.34 Day 59 No 731.73 <7 Days S-6-Q 23434.59 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12508.59 Day 59 No 79.98 31-90 Days S-7-Q 11464.25 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33936.62 Day 59 Yes 1058.09 31-90 Days E-1-Q 32323.75 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35692.22 Day 59 No 907.02 <7 Days E-2-Q 37033.28 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26098.03 Day 59 No 318.31 31-90 Days IG-1-Q 26297.34 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22248.28 Day 59 Yes 533.03 7-30 Days IG-2-Q 24319.48 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38615.59 Day 59 Yes 311.24 31-90 Days C-1 38691.33 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38333.39 Day 59 Yes 424.40 7-30 Days CB-4 38121.60 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25876.30 Day 59 No 1044.00 7-30 Days E-10 25711.12 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38346.26 Day 59 Yes 494.47 7-30 Days E-3 34971.07 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10102.91 Day 59 No 276.60 7-30 Days E-4 9244.12 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8806.59 Day 59 No 109.65 <7 Days E-5 8931.13 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14055.84 Day 59 Yes 167.73 <7 Days E-6 13406.86 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33261.40 Day 59 Yes 785.69 7-30 Days E-7 31445.78 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36115.36 Day 59 No 902.30 31-90 Days E-8 35292.71 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1582.08 Day 59 Yes 44.59 31-90 Days E-9 1639.06 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9473.29 Day 59 Yes 427.04 <7 Days G-4 10409.79 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11156.44 Day 59 No 397.20 7-30 Days IG-3 11077.17 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13109.34 Day 59 No 554.79 <7 Days IG-4 13285.51 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3818.39 Day 59 Yes 139.78 31-90 Days IG-5 3902.40 No T+1 No Yes Liberty International Finance Ltd. Securities Finance