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 24115.64 Day 24 Yes 47.21 7-30 Days LC-2 25422.18 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 863.28 Day 24 No 2.39 31-90 Days N-1 876.58 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19124.37 Day 24 No 392.32 7-30 Days N-2 19878.54 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29674.55 Day 24 Yes 72.46 31-90 Days N-3 28605.97 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38285.09 Day 24 No 1193.93 31-90 Days N-4 38910.09 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4613.90 Day 24 Yes 170.28 31-90 Days N-5 4901.03 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12780.25 Day 24 No 295.57 31-90 Days N-6 13686.89 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8242.52 Day 24 Yes 61.37 7-30 Days N-7 7576.57 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23698.09 Day 24 Yes 863.68 31-90 Days P-1 24057.40 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41289.76 Day 24 No 39.15 <7 Days P-2 41093.92 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17.06 Day 24 No 0.37 <7 Days S-8 18.10 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17355.03 Day 24 Yes 277.63 7-30 Days Y-1 18501.09 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41861.05 Day 24 No 330.42 7-30 Days Y-2 42374.20 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33495.43 Day 24 Yes 449.62 7-30 Days Y-3 35949.30 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23900.01 Day 24 No 466.37 31-90 Days Y-4 22772.22 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37603.68 Day 24 No 423.40 <7 Days Z-1 35863.32 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20013.67 Day 24 Yes 873.36 31-90 Days A-2 20528.77 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6510.15 Day 24 Yes 223.12 <7 Days A-3 6275.35 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40679.38 Day 24 Yes 516.85 7-30 Days A-4 41995.69 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22123.82 Day 24 Yes 583.52 31-90 Days A-5 20483.18 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12004.08 Day 24 No 423.03 7-30 Days CB-1 12044.12 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24735.79 Day 24 No 307.83 <7 Days CB-2 25912.93 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43782.21 Day 24 No 1379.00 <7 Days CB-3 44710.77 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37159.51 Day 24 Yes 30.68 <7 Days E-1 40217.40 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7154.96 Day 24 Yes 282.50 31-90 Days E-2 7821.85 No T+0 Yes No Treasury