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 4421.89 Day 23 Yes 8.47 31-90 Days S-5-Q 4825.09 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41391.49 Day 23 No 1780.98 7-30 Days S-6-Q 41224.67 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7963.71 Day 23 Yes 8.54 7-30 Days S-7-Q 7995.03 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43914.23 Day 23 No 1444.19 7-30 Days E-1-Q 46115.94 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42367.84 Day 23 Yes 792.81 <7 Days E-2-Q 41057.05 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41532.49 Day 23 No 1652.75 31-90 Days IG-1-Q 41872.68 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32850.48 Day 23 No 683.34 <7 Days IG-2-Q 33147.29 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8583.48 Day 23 No 296.86 31-90 Days C-1 9291.53 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12228.28 Day 23 No 244.06 31-90 Days CB-4 12325.54 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20763.28 Day 23 No 871.90 7-30 Days E-10 22133.98 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11658.87 Day 23 No 580.75 <7 Days E-3 12529.35 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33446.47 Day 23 No 1552.46 <7 Days E-4 36345.59 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29318.71 Day 23 Yes 202.86 31-90 Days E-5 27685.28 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22089.20 Day 23 Yes 69.82 31-90 Days E-6 21287.13 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18112.16 Day 23 No 210.32 7-30 Days E-7 18553.60 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43868.79 Day 23 Yes 606.09 7-30 Days E-8 42489.67 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42383.80 Day 23 Yes 1763.67 <7 Days E-9 42520.03 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1525.28 Day 23 No 5.53 7-30 Days G-4 1537.40 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18546.33 Day 23 No 585.74 <7 Days IG-3 17550.99 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18600.85 Day 23 Yes 403.15 31-90 Days IG-4 18843.28 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42859.58 Day 23 No 724.53 7-30 Days IG-5 42551.19 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18059.95 Day 23 No 447.30 31-90 Days IG-6 17722.02 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16926.56 Day 23 Yes 302.87 7-30 Days IG-7 17925.51 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11897.43 Day 23 No 68.16 <7 Days IG-8 13008.52 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43539.87 Day 23 Yes 566.51 <7 Days L-1 41312.24 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding