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 629.01 Day 28 No 8.84 31-90 Days IG-1-Q 576.12 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13719.45 Day 28 No 50.68 31-90 Days IG-2-Q 13883.61 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41640.20 Day 28 Yes 1431.02 7-30 Days C-1 42344.19 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34143.00 Day 28 No 371.30 <7 Days CB-4 36920.03 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20469.30 Day 28 No 324.61 31-90 Days E-10 20588.81 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3982.07 Day 28 Yes 91.61 7-30 Days E-3 4174.05 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28152.03 Day 28 No 761.95 7-30 Days E-4 30285.91 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13208.31 Day 28 Yes 503.54 <7 Days E-5 14519.02 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36104.17 Day 28 No 675.96 7-30 Days E-6 33713.09 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25490.78 Day 28 No 680.53 7-30 Days E-7 25060.48 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36658.91 Day 28 Yes 978.93 <7 Days E-8 36394.02 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14666.99 Day 28 No 579.00 7-30 Days E-9 15690.97 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32346.24 Day 28 Yes 535.21 <7 Days G-4 32665.28 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19043.88 Day 28 Yes 51.62 <7 Days IG-3 17495.66 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11.96 Day 28 Yes 0.34 <7 Days IG-4 10.83 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4412.59 Day 28 Yes 195.56 <7 Days IG-5 4783.34 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3832.01 Day 28 No 86.72 31-90 Days IG-6 4175.93 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39091.14 Day 28 No 381.50 7-30 Days IG-7 37921.63 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6102.42 Day 28 Yes 120.95 <7 Days IG-8 6445.56 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43467.24 Day 28 Yes 560.02 <7 Days L-1 40548.00 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16720.71 Day 28 Yes 316.40 7-30 Days L-10 16168.34 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25554.18 Day 28 No 655.50 31-90 Days L-11 24980.53 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18038.92 Day 28 Yes 413.61 7-30 Days L-2 17072.53 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20496.99 Day 28 No 452.82 <7 Days L-3 18638.76 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4687.55 Day 28 Yes 140.87 7-30 Days L-4 4314.46 No T+0 No No Securities Finance