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 12000.04 Day 10 No 578.11 <7 Days L-7 12311.50 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20907.56 Day 10 No 393.55 <7 Days L-8 22612.37 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14856.01 Day 10 Yes 573.46 <7 Days L-9 13933.76 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26191.94 Day 10 No 559.83 7-30 Days LC-1 27151.80 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9536.85 Day 10 No 77.03 <7 Days LC-2 8640.24 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38625.77 Day 10 No 790.11 <7 Days N-1 38462.89 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22537.40 Day 10 Yes 1012.86 7-30 Days N-2 23596.79 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25608.46 Day 10 Yes 1258.70 7-30 Days N-3 24042.65 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25614.69 Day 10 Yes 436.96 7-30 Days N-4 23780.92 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14176.73 Day 10 Yes 229.89 31-90 Days N-5 13257.62 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13155.63 Day 10 Yes 623.70 31-90 Days N-6 12723.72 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24718.63 Day 10 No 1041.28 7-30 Days N-7 25320.50 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23028.15 Day 10 No 665.73 7-30 Days P-1 22367.47 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35003.51 Day 10 No 41.59 31-90 Days P-2 35512.67 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16790.43 Day 10 No 95.00 <7 Days S-8 15903.68 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3695.69 Day 10 Yes 177.45 7-30 Days Y-1 3403.78 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5388.71 Day 10 Yes 236.62 7-30 Days Y-2 5589.91 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28028.74 Day 10 No 1185.40 31-90 Days Y-3 27521.01 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24620.97 Day 10 No 887.81 31-90 Days Y-4 26396.75 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16337.73 Day 10 Yes 733.31 <7 Days Z-1 14900.81 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10199.87 Day 10 Yes 81.39 7-30 Days A-2 10256.69 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1451.48 Day 10 No 10.34 <7 Days A-3 1475.05 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8384.81 Day 10 No 375.71 31-90 Days A-4 8655.57 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5185.94 Day 10 Yes 226.58 7-30 Days A-5 5490.39 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6172.54 Day 10 No 296.51 31-90 Days CB-1 6247.92 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance