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 4797.99 Day 8 Yes 219.95 31-90 Days A-1-Q 5030.40 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10368.37 Day 8 Yes 218.92 31-90 Days A-2-Q 9732.78 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30718.15 Day 8 No 145.95 <7 Days A-3-Q 30289.50 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5127.67 Day 8 No 200.47 31-90 Days A-4-Q 5309.18 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36625.87 Day 8 Yes 904.89 7-30 Days A-5-Q 34095.14 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6406.53 Day 8 No 107.65 <7 Days CB-1-Q 6313.25 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8444.26 Day 8 Yes 26.96 <7 Days CB-2-Q 8592.63 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20449.88 Day 8 No 572.87 7-30 Days S-1-Q 21815.28 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16601.76 Day 8 No 137.88 <7 Days S-2-Q 16974.09 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14537.30 Day 8 No 358.95 7-30 Days S-3-Q 13865.22 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22266.46 Day 8 Yes 1076.35 <7 Days S-4-Q 24482.85 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20768.35 Day 8 No 81.36 31-90 Days CB-3-Q 20317.14 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37492.41 Day 8 No 126.89 <7 Days G-1-Q 35640.25 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26409.93 Day 8 No 109.68 <7 Days G-2-Q 23949.94 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3253.44 Day 8 Yes 143.82 <7 Days G-3-Q 3137.78 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7148.74 Day 8 No 249.68 31-90 Days S-5-Q 6792.43 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21675.41 Day 8 Yes 1021.04 7-30 Days S-6-Q 21130.65 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2953.46 Day 8 No 91.77 <7 Days S-7-Q 2696.66 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38825.32 Day 8 Yes 1163.14 7-30 Days E-1-Q 40446.02 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38481.10 Day 8 Yes 1894.95 7-30 Days E-2-Q 42264.17 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16051.07 Day 8 Yes 669.80 7-30 Days IG-1-Q 17311.75 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6471.03 Day 8 No 307.19 <7 Days IG-2-Q 6040.87 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35934.24 Day 8 No 1170.93 31-90 Days C-1 38257.07 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1042.51 Day 8 No 10.78 31-90 Days CB-4 1001.94 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4277.01 Day 8 No 108.10 31-90 Days E-10 4103.94 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury