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 No 21881.70 Perpetual Yes 536.74 31-90 Days Y-1 20741.91 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37876.50 Perpetual No 1538.35 7-30 Days Y-2 36350.17 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14188.97 Perpetual Yes 105.28 <7 Days Y-3 13702.26 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15645.17 Perpetual Yes 437.26 7-30 Days Y-4 16910.97 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31606.38 Perpetual Yes 812.22 31-90 Days Z-1 34766.16 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22246.27 Perpetual Yes 1078.71 31-90 Days A-2 21703.24 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13220.89 Perpetual No 287.30 <7 Days A-3 12691.97 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40831.55 Perpetual No 998.54 31-90 Days A-4 37773.98 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40971.57 Perpetual Yes 719.62 <7 Days A-5 39964.97 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41570.57 Perpetual Yes 1827.94 31-90 Days CB-1 38757.45 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27884.74 Perpetual Yes 762.51 31-90 Days CB-2 25794.52 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23727.70 Perpetual Yes 408.42 7-30 Days CB-3 22262.97 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42348.85 Perpetual Yes 1513.02 <7 Days E-1 38704.39 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22168.79 Perpetual Yes 728.08 <7 Days E-2 20269.56 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24388.15 Perpetual Yes 714.10 <7 Days G-1 22886.03 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1223.57 Perpetual No 40.78 <7 Days G-2 1242.12 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27773.89 Perpetual No 857.57 31-90 Days G-3 27499.14 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11273.09 Perpetual Yes 562.53 7-30 Days IG-1 11159.98 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30557.37 Perpetual No 1013.17 31-90 Days IG-2 32406.82 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16075.52 Perpetual Yes 520.85 31-90 Days S-1 15470.55 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 311.21 Perpetual Yes 11.59 7-30 Days S-2 332.65 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18681.52 Perpetual Yes 684.05 <7 Days S-3 20053.24 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37646.35 Perpetual No 345.06 7-30 Days S-4 38115.35 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38021.01 Perpetual Yes 1347.29 <7 Days S-5 36077.52 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27909.57 Perpetual No 825.76 <7 Days S-6 25225.64 Yes T+0 No Yes Liberty International Finance Ltd. Trading