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 4171.21 Day 15 No 72.06 <7 Days E-5 4560.34 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23964.14 Day 15 No 192.01 <7 Days E-6 23865.96 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 617.93 Day 15 No 8.27 7-30 Days E-7 664.56 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38106.75 Day 15 Yes 1345.44 <7 Days E-8 36738.83 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21290.07 Day 15 Yes 3.95 31-90 Days E-9 23182.94 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13172.91 Day 15 No 522.38 31-90 Days G-4 12392.48 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7555.18 Day 15 No 202.03 <7 Days IG-3 8212.83 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9074.97 Day 15 Yes 200.05 7-30 Days IG-4 9685.19 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34415.52 Day 15 No 721.54 <7 Days IG-5 35426.84 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20482.79 Day 15 No 752.03 <7 Days IG-6 21458.98 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17322.80 Day 15 No 336.05 7-30 Days IG-7 16345.25 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24064.17 Day 15 No 57.90 31-90 Days IG-8 25755.80 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20594.99 Day 15 Yes 763.72 7-30 Days L-1 21202.40 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34858.78 Day 15 No 1397.42 <7 Days L-10 32449.03 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11427.45 Day 15 No 165.19 <7 Days L-11 11140.05 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7240.18 Day 15 Yes 263.59 7-30 Days L-2 6665.08 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42643.44 Day 15 Yes 442.60 7-30 Days L-3 44895.88 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18536.18 Day 15 Yes 788.65 7-30 Days L-4 18672.84 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30542.88 Day 15 No 1202.90 <7 Days L-5 31107.51 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43460.78 Day 15 No 968.81 7-30 Days L-6 44652.68 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23170.43 Day 15 Yes 115.98 <7 Days L-7 24563.16 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35864.38 Day 15 No 1279.50 7-30 Days L-8 34427.66 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9389.70 Day 15 Yes 229.17 31-90 Days L-9 9840.61 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2628.65 Day 15 Yes 35.42 <7 Days LC-1 2366.71 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2667.11 Day 15 Yes 42.15 7-30 Days LC-2 2683.45 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance