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 43594.95 Day 26 Yes 711.00 <7 Days CB-4 39416.39 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39923.90 Day 26 Yes 185.64 7-30 Days E-10 38043.15 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27692.59 Day 26 No 1181.94 31-90 Days E-3 29705.13 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13744.67 Day 26 No 149.90 7-30 Days E-4 14604.76 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4256.30 Day 26 No 15.85 7-30 Days E-5 4210.55 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9911.11 Day 26 No 123.67 7-30 Days E-6 10645.23 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37948.37 Day 26 Yes 1778.69 31-90 Days E-7 35195.56 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7830.30 Day 26 Yes 38.52 31-90 Days E-8 8405.27 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13672.11 Day 26 No 359.40 31-90 Days E-9 13884.16 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28459.03 Day 26 Yes 989.06 7-30 Days G-4 29859.43 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25408.73 Day 26 Yes 1165.54 7-30 Days IG-3 27835.94 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12344.52 Day 26 Yes 389.83 <7 Days IG-4 13138.16 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8882.62 Day 26 No 341.89 7-30 Days IG-5 8856.73 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33232.72 Day 26 No 168.73 31-90 Days IG-6 30450.66 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41367.39 Day 26 No 2049.33 31-90 Days IG-7 45105.09 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19718.87 Day 26 Yes 374.13 31-90 Days IG-8 21289.04 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4943.80 Day 26 No 169.46 7-30 Days L-1 4472.16 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15460.51 Day 26 No 243.98 <7 Days L-10 16112.50 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33114.24 Day 26 Yes 677.91 31-90 Days L-11 31183.00 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2610.94 Day 26 No 73.19 <7 Days L-2 2429.26 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11952.63 Day 26 Yes 97.45 31-90 Days L-3 12178.85 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37652.28 Day 26 Yes 1740.50 7-30 Days L-4 37259.35 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32696.75 Day 26 No 1222.74 7-30 Days L-5 35396.42 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24985.26 Day 26 Yes 237.75 31-90 Days L-6 23694.14 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13127.82 Day 26 No 197.78 31-90 Days L-7 14197.40 Yes T+0 No No Securities Finance