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 21269.08 Day 24 No 864.83 31-90 Days A-2-Q 19330.64 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30186.92 Day 24 No 317.62 7-30 Days A-3-Q 31765.70 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8145.92 Day 24 No 131.06 31-90 Days A-4-Q 8173.15 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5488.23 Day 24 No 170.50 <7 Days A-5-Q 5968.17 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26093.72 Day 24 Yes 1222.74 <7 Days CB-1-Q 27963.99 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17830.01 Day 24 Yes 192.95 31-90 Days CB-2-Q 19607.84 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40849.58 Day 24 Yes 1197.79 <7 Days S-1-Q 41072.10 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42999.90 Day 24 No 1356.83 31-90 Days S-2-Q 46127.66 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31138.05 Day 24 Yes 1510.94 <7 Days S-3-Q 30616.10 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31791.13 Day 24 Yes 960.53 31-90 Days S-4-Q 34087.07 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13688.34 Day 24 Yes 264.72 31-90 Days CB-3-Q 14563.75 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19819.81 Day 24 Yes 634.35 31-90 Days G-1-Q 21712.50 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34123.15 Day 24 No 1018.96 <7 Days G-2-Q 35041.34 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33721.37 Day 24 Yes 688.19 7-30 Days G-3-Q 31950.96 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12573.77 Day 24 Yes 74.74 31-90 Days S-5-Q 13713.86 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19261.51 Day 24 No 861.43 31-90 Days S-6-Q 21091.43 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23316.05 Day 24 No 631.30 7-30 Days S-7-Q 21420.12 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30780.46 Day 24 No 29.49 7-30 Days E-1-Q 32068.89 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37233.86 Day 24 Yes 1084.55 7-30 Days E-2-Q 34449.93 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1628.19 Day 24 No 27.86 31-90 Days IG-1-Q 1705.32 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31601.08 Day 24 Yes 381.16 7-30 Days IG-2-Q 30378.81 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6157.13 Day 24 Yes 129.03 7-30 Days C-1 6662.67 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6382.14 Day 24 No 208.26 <7 Days CB-4 6571.06 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29286.84 Day 24 No 1228.20 31-90 Days E-10 29411.33 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17251.17 Day 24 No 22.61 7-30 Days E-3 16392.98 Yes T+0 No Yes Liberty International Finance Ltd. Trading