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 42118.24 91 - 120 Days No 782.33 <7 Days G-2 41222.43 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42200.94 91 - 120 Days Yes 507.09 7-30 Days G-3 41268.33 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36476.46 91 - 120 Days No 923.65 <7 Days IG-1 36330.57 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13823.58 91 - 120 Days No 138.96 31-90 Days IG-2 12650.60 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42358.30 91 - 120 Days No 323.48 <7 Days S-1 41575.62 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3345.68 91 - 120 Days Yes 166.99 <7 Days S-2 3283.61 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13062.95 91 - 120 Days Yes 30.98 7-30 Days S-3 12683.21 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14306.25 91 - 120 Days Yes 370.63 7-30 Days S-4 13417.24 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12137.04 91 - 120 Days No 351.56 7-30 Days S-5 11330.21 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12248.77 91 - 120 Days No 518.95 31-90 Days S-6 12621.26 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13505.11 91 - 120 Days Yes 177.37 31-90 Days S-7 14180.11 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39001.39 121 - 150 Days Yes 823.46 <7 Days A-0-Q 37025.44 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8511.70 121 - 150 Days No 46.06 7-30 Days A-1-Q 8072.72 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12008.35 121 - 150 Days Yes 93.46 <7 Days A-2-Q 10991.26 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18985.59 121 - 150 Days Yes 817.92 31-90 Days A-3-Q 20015.43 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3209.41 121 - 150 Days Yes 24.26 7-30 Days A-4-Q 3032.75 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17188.47 121 - 150 Days Yes 23.32 31-90 Days A-5-Q 16558.02 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31707.51 121 - 150 Days No 253.18 7-30 Days CB-1-Q 33246.15 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27325.10 121 - 150 Days Yes 397.41 <7 Days CB-2-Q 29335.73 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20405.82 121 - 150 Days Yes 777.30 7-30 Days S-1-Q 21260.26 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28701.05 121 - 150 Days No 964.06 7-30 Days S-2-Q 29919.90 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21404.55 121 - 150 Days Yes 902.38 <7 Days S-3-Q 20397.35 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3344.39 121 - 150 Days No 139.15 7-30 Days S-4-Q 3658.96 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1230.90 121 - 150 Days Yes 29.89 7-30 Days CB-3-Q 1135.94 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20936.08 121 - 150 Days No 961.98 31-90 Days G-1-Q 19606.10 Yes T+1 Yes No Securities Finance