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 14057.11 91 - 120 Days No 181.87 <7 Days N-1 14348.11 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6179.52 91 - 120 Days No 28.76 <7 Days N-2 5633.04 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32363.83 91 - 120 Days Yes 440.81 31-90 Days N-3 35046.63 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9816.08 91 - 120 Days No 402.70 31-90 Days N-4 10774.98 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8989.77 91 - 120 Days Yes 139.80 31-90 Days N-5 9360.13 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31510.32 91 - 120 Days Yes 187.86 <7 Days N-6 29854.10 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13805.48 91 - 120 Days No 451.35 <7 Days N-7 14666.52 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13273.99 91 - 120 Days Yes 32.61 31-90 Days P-1 12465.78 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10407.41 91 - 120 Days No 106.45 31-90 Days P-2 10646.73 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31708.13 91 - 120 Days No 300.63 <7 Days S-8 28978.39 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20603.22 91 - 120 Days Yes 251.93 <7 Days Y-1 20059.11 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2960.69 91 - 120 Days No 96.50 7-30 Days Y-2 3137.09 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5472.01 91 - 120 Days No 238.33 <7 Days Y-3 5979.86 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40666.10 91 - 120 Days No 1843.07 7-30 Days Y-4 42259.48 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19609.95 91 - 120 Days Yes 151.01 7-30 Days Z-1 17865.59 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37635.59 91 - 120 Days Yes 801.23 31-90 Days A-2 36434.41 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36893.44 91 - 120 Days Yes 1829.77 7-30 Days A-3 36523.72 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 478.21 91 - 120 Days Yes 16.18 <7 Days A-4 488.65 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19158.76 91 - 120 Days No 573.96 7-30 Days A-5 20825.17 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15520.29 91 - 120 Days No 465.69 <7 Days CB-1 14818.23 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23840.46 91 - 120 Days Yes 221.14 31-90 Days CB-2 25004.22 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19515.80 91 - 120 Days No 358.71 7-30 Days CB-3 21341.77 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8468.52 91 - 120 Days No 252.31 7-30 Days E-1 8936.44 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37880.44 91 - 120 Days No 502.67 31-90 Days E-2 40170.99 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28622.10 91 - 120 Days Yes 706.99 <7 Days G-1 31063.83 No T+2 Yes No Funding