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 8823.07 61 - 67 Days No 77.30 <7 Days N-7 8988.47 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 207.41 61 - 67 Days No 1.67 31-90 Days P-1 206.76 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14781.07 61 - 67 Days Yes 593.52 <7 Days P-2 14461.61 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22086.75 61 - 67 Days No 367.70 7-30 Days S-8 22100.67 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21017.46 61 - 67 Days No 663.34 31-90 Days Y-1 21235.84 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16951.26 61 - 67 Days No 161.20 31-90 Days Y-2 16803.04 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38331.30 61 - 67 Days No 1339.91 31-90 Days Y-3 41745.77 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39131.72 61 - 67 Days Yes 1314.49 31-90 Days Y-4 35957.89 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10428.29 61 - 67 Days No 56.30 7-30 Days Z-1 10383.28 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11986.12 61 - 67 Days Yes 416.90 <7 Days A-2 13055.18 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13532.66 61 - 67 Days Yes 485.92 <7 Days A-3 14562.04 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4604.75 61 - 67 Days No 84.34 <7 Days A-4 4578.59 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5579.33 61 - 67 Days Yes 255.45 7-30 Days A-5 5091.70 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1475.85 61 - 67 Days Yes 18.31 31-90 Days CB-1 1493.93 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14504.87 61 - 67 Days Yes 353.46 7-30 Days CB-2 15252.50 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18034.39 61 - 67 Days Yes 360.64 31-90 Days CB-3 17626.06 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26109.51 61 - 67 Days Yes 713.74 <7 Days E-1 27289.31 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31423.49 61 - 67 Days Yes 1251.78 31-90 Days E-2 29176.51 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21973.13 61 - 67 Days No 601.50 7-30 Days G-1 22524.89 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7113.49 61 - 67 Days Yes 180.97 <7 Days G-2 6476.97 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23608.70 61 - 67 Days Yes 1111.52 <7 Days G-3 23443.84 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 505.06 61 - 67 Days Yes 19.37 <7 Days IG-1 525.85 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39371.57 61 - 67 Days Yes 1942.90 <7 Days IG-2 42979.81 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18878.34 61 - 67 Days No 533.08 31-90 Days S-1 19351.23 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31498.05 61 - 67 Days Yes 469.59 7-30 Days S-2 32756.95 No T+1 No Yes Liberty International Finance Ltd. Treasury