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 23686.71 Day 59 Yes 286.01 <7 Days IG-6 24112.16 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8813.58 Day 59 Yes 282.47 31-90 Days IG-7 8380.67 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 891.38 Day 59 Yes 30.21 31-90 Days IG-8 929.75 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33973.47 Day 59 No 557.69 31-90 Days L-1 34833.13 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30701.52 Day 59 Yes 22.05 <7 Days L-10 29217.72 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7546.25 Day 59 No 348.02 <7 Days L-11 6867.41 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6206.06 Day 59 No 196.80 31-90 Days L-2 6806.76 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13215.03 Day 59 Yes 89.89 <7 Days L-3 14373.37 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17789.01 Day 59 No 532.83 31-90 Days L-4 16591.37 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20560.20 Day 59 Yes 978.94 <7 Days L-5 21970.23 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38855.35 Day 59 No 1882.16 7-30 Days L-6 40367.50 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15530.64 Day 59 No 93.48 31-90 Days L-7 15031.68 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38050.29 Day 59 No 1495.71 <7 Days L-8 39410.11 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30990.75 Day 59 No 1165.44 <7 Days L-9 31936.83 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21148.92 Day 59 Yes 349.57 7-30 Days LC-1 22635.56 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39396.02 Day 59 No 751.53 <7 Days LC-2 40699.89 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27799.51 Day 59 No 557.96 7-30 Days N-1 25280.98 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5983.71 Day 59 Yes 166.51 7-30 Days N-2 6564.15 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 97.71 Day 59 Yes 0.29 7-30 Days N-3 89.33 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3401.26 Day 59 Yes 146.63 <7 Days N-4 3555.07 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23600.42 Day 59 Yes 1152.41 31-90 Days N-5 24088.93 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28681.30 Day 59 Yes 351.61 <7 Days N-6 31475.91 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28449.97 Day 59 No 375.47 <7 Days N-7 28051.72 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2352.68 Day 59 Yes 57.91 <7 Days P-1 2379.55 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8693.27 Day 59 No 157.47 31-90 Days P-2 9530.69 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading