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 1747.37 83 - 90 Days Yes 47.40 7-30 Days S-6-Q 1781.60 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1477.55 83 - 90 Days No 71.93 <7 Days S-7-Q 1562.46 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18961.64 83 - 90 Days No 182.23 7-30 Days E-1-Q 18594.96 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24826.06 83 - 90 Days No 511.10 <7 Days E-2-Q 25147.18 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22645.73 83 - 90 Days No 811.87 7-30 Days IG-1-Q 20994.16 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2502.54 83 - 90 Days Yes 0.47 7-30 Days IG-2-Q 2270.37 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19127.74 83 - 90 Days Yes 44.48 <7 Days C-1 18201.03 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40800.25 83 - 90 Days No 408.12 7-30 Days CB-4 39705.23 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36675.55 83 - 90 Days No 1726.00 7-30 Days E-10 40109.42 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1905.52 83 - 90 Days No 19.86 7-30 Days E-3 1859.41 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16775.71 83 - 90 Days No 128.68 <7 Days E-4 15305.01 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17726.71 83 - 90 Days No 70.98 7-30 Days E-5 18707.91 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11247.89 83 - 90 Days Yes 89.70 <7 Days E-6 11715.76 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24026.19 83 - 90 Days No 118.86 31-90 Days E-7 25133.13 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26080.11 83 - 90 Days Yes 617.68 <7 Days E-8 28027.88 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 348.52 83 - 90 Days No 13.51 31-90 Days E-9 364.41 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41443.33 83 - 90 Days No 1329.39 31-90 Days G-4 43485.46 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33646.78 83 - 90 Days Yes 1279.13 31-90 Days IG-3 31287.03 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32834.85 83 - 90 Days No 1106.57 31-90 Days IG-4 34656.59 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3914.61 83 - 90 Days Yes 92.49 31-90 Days IG-5 3555.50 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1307.93 83 - 90 Days No 30.67 7-30 Days IG-6 1357.91 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22202.20 83 - 90 Days Yes 287.61 7-30 Days IG-7 22721.98 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14592.38 83 - 90 Days No 588.62 31-90 Days IG-8 13348.99 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43229.14 83 - 90 Days Yes 735.52 31-90 Days L-1 42187.86 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36242.84 83 - 90 Days Yes 1351.73 31-90 Days L-10 39075.98 No T+0 Yes No Treasury