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 1751.77 Day 14 No 60.36 7-30 Days Z-1 1894.67 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13416.77 Day 14 No 519.98 7-30 Days A-2 14432.48 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34651.46 Day 14 No 149.13 <7 Days A-3 36893.25 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29889.98 Day 14 Yes 1120.09 <7 Days A-4 30623.00 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18986.54 Day 14 Yes 670.55 <7 Days A-5 20400.23 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26319.86 Day 14 Yes 346.50 7-30 Days CB-1 24243.60 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18671.14 Day 14 Yes 285.53 7-30 Days CB-2 18828.60 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22284.69 Day 14 Yes 271.42 <7 Days CB-3 23564.48 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41240.83 Day 14 Yes 651.70 <7 Days E-1 40004.87 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18641.54 Day 14 No 365.78 <7 Days E-2 18188.90 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5966.27 Day 14 No 182.76 <7 Days G-1 5657.87 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23882.76 Day 14 No 103.94 <7 Days G-2 24685.85 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35839.72 Day 14 Yes 1591.95 31-90 Days G-3 35184.82 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30194.93 Day 14 Yes 514.93 <7 Days IG-1 27305.17 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18393.51 Day 14 Yes 284.47 <7 Days IG-2 20210.00 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29596.23 Day 14 Yes 1229.89 7-30 Days S-1 30974.48 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31399.11 Day 14 No 177.83 <7 Days S-2 34416.90 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10288.12 Day 14 Yes 341.44 31-90 Days S-3 11043.70 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22967.16 Day 14 No 350.70 <7 Days S-4 20899.24 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36582.15 Day 14 Yes 1445.48 31-90 Days S-5 39942.70 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4731.67 Day 14 Yes 161.98 7-30 Days S-6 4736.70 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10387.87 Day 14 No 286.41 31-90 Days S-7 11091.93 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33733.53 Day 15 Yes 1209.64 31-90 Days A-0-Q 33838.41 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15696.70 Day 15 No 622.35 31-90 Days A-1-Q 16855.83 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17806.67 Day 15 No 797.10 7-30 Days A-2-Q 19193.11 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance