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 21486.91 Day 21 No 891.05 7-30 Days A-3 23420.10 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10099.67 Day 21 Yes 153.41 <7 Days A-4 10363.63 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31981.99 Day 21 Yes 642.58 <7 Days A-5 31944.78 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1838.21 Day 21 Yes 63.99 7-30 Days CB-1 1812.03 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5755.62 Day 21 No 20.62 7-30 Days CB-2 5488.96 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2516.02 Day 21 Yes 72.20 31-90 Days CB-3 2683.54 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41432.57 Day 21 No 1815.79 31-90 Days E-1 40152.80 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27077.53 Day 21 Yes 519.86 <7 Days E-2 26773.58 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3946.76 Day 21 No 9.40 31-90 Days G-1 3866.75 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31446.26 Day 21 Yes 397.39 31-90 Days G-2 33320.35 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23012.91 Day 21 No 943.95 <7 Days G-3 25289.25 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37363.37 Day 21 No 636.66 7-30 Days IG-1 36391.49 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32872.59 Day 21 Yes 1505.51 <7 Days IG-2 30575.89 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40505.05 Day 21 Yes 715.03 7-30 Days S-1 38616.65 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39988.25 Day 21 Yes 1230.03 31-90 Days S-2 36694.23 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40815.44 Day 21 Yes 466.35 31-90 Days S-3 36854.72 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18792.91 Day 21 Yes 880.26 31-90 Days S-4 19468.11 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2886.91 Day 21 Yes 137.99 7-30 Days S-5 2885.42 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4651.82 Day 21 Yes 65.14 <7 Days S-6 4548.20 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1037.07 Day 21 No 13.13 31-90 Days S-7 1120.89 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23971.00 Day 22 No 21.32 7-30 Days A-0-Q 23159.48 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20595.24 Day 22 Yes 664.77 <7 Days A-1-Q 20952.35 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22133.08 Day 22 Yes 452.42 <7 Days A-2-Q 22908.78 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27482.47 Day 22 No 1048.12 <7 Days A-3-Q 24916.50 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17312.69 Day 22 Yes 121.24 31-90 Days A-4-Q 17921.06 No T+0 Yes No Funding