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 40989.41 Day 6 Yes 1743.11 <7 Days A-4-Q 43676.09 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30079.32 Day 6 Yes 1126.55 31-90 Days A-5-Q 32991.64 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1482.26 Day 6 Yes 34.37 <7 Days CB-1-Q 1401.32 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7627.15 Day 6 Yes 324.18 31-90 Days CB-2-Q 7931.14 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38114.30 Day 6 Yes 1121.04 7-30 Days S-1-Q 39913.56 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26768.10 Day 6 No 43.15 7-30 Days S-2-Q 26307.62 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21493.05 Day 6 No 48.12 7-30 Days S-3-Q 22842.68 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38230.82 Day 6 Yes 605.25 7-30 Days S-4-Q 40969.62 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23291.54 Day 6 No 140.30 <7 Days CB-3-Q 22171.97 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13119.50 Day 6 Yes 284.83 <7 Days G-1-Q 13794.17 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21838.24 Day 6 No 121.74 7-30 Days G-2-Q 20325.56 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19308.68 Day 6 No 373.75 7-30 Days G-3-Q 21044.78 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42419.20 Day 6 No 152.95 <7 Days S-5-Q 43812.75 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5195.79 Day 6 Yes 162.43 <7 Days S-6-Q 4883.38 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35212.16 Day 6 Yes 1356.77 <7 Days S-7-Q 35360.37 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14761.47 Day 6 No 677.74 7-30 Days E-1-Q 16087.63 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6665.87 Day 6 Yes 276.22 <7 Days E-2-Q 6184.21 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42810.90 Day 6 No 870.06 31-90 Days IG-1-Q 46068.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32542.70 Day 6 No 451.17 <7 Days IG-2-Q 34063.47 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32143.72 Day 6 No 253.42 31-90 Days C-1 29207.45 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10469.17 Day 6 Yes 275.72 31-90 Days CB-4 9711.63 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8765.80 Day 6 Yes 39.51 31-90 Days E-10 8626.16 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42468.77 Day 6 Yes 1249.14 31-90 Days E-3 46398.29 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25199.33 Day 6 Yes 642.55 7-30 Days E-4 27281.53 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8099.71 Day 6 Yes 170.90 7-30 Days E-5 7510.45 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading