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 2883.64 Day 20 Yes 59.28 31-90 Days G-4 2619.55 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7383.68 Day 20 No 303.55 31-90 Days IG-3 7014.16 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8278.80 Day 20 Yes 378.39 31-90 Days IG-4 7900.22 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2658.00 Day 20 Yes 99.45 31-90 Days IG-5 2689.11 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38611.89 Day 20 Yes 1378.73 7-30 Days IG-6 36129.00 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29557.20 Day 20 Yes 729.74 <7 Days IG-7 29119.45 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8353.46 Day 20 Yes 34.74 <7 Days IG-8 8780.77 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8494.97 Day 20 No 228.45 <7 Days L-1 8376.36 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41454.47 Day 20 Yes 82.18 7-30 Days L-10 44836.11 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25339.67 Day 20 Yes 966.93 31-90 Days L-11 25420.73 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25882.88 Day 20 No 703.31 7-30 Days L-2 27831.40 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 618.79 Day 20 No 10.37 7-30 Days L-3 557.79 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11643.57 Day 20 No 307.87 7-30 Days L-4 11507.54 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18907.88 Day 20 No 756.11 31-90 Days L-5 17834.16 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5434.93 Day 20 No 12.31 <7 Days L-6 5341.83 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22883.65 Day 20 No 770.25 7-30 Days L-7 23627.40 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11160.22 Day 20 No 443.94 31-90 Days L-8 11954.60 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27021.81 Day 20 No 859.17 7-30 Days L-9 27398.11 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24106.99 Day 20 No 821.62 31-90 Days LC-1 22418.42 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29984.95 Day 20 No 19.22 <7 Days LC-2 28261.38 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2599.76 Day 20 No 78.33 <7 Days N-1 2737.36 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29503.65 Day 20 No 1335.99 <7 Days N-2 27906.91 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35546.39 Day 20 Yes 491.58 31-90 Days N-3 37485.37 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26626.44 Day 20 No 589.42 <7 Days N-4 29226.11 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 122.85 Day 20 No 4.71 7-30 Days N-5 115.75 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury