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 15960.79 75 - 82 Days Yes 418.73 31-90 Days N-4 16084.03 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3277.01 75 - 82 Days Yes 44.75 31-90 Days N-5 3445.65 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36246.32 75 - 82 Days No 1601.43 31-90 Days N-6 35636.28 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4245.81 75 - 82 Days Yes 82.35 7-30 Days N-7 4521.89 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 737.16 75 - 82 Days Yes 20.05 7-30 Days P-1 748.02 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31731.09 75 - 82 Days No 51.91 <7 Days P-2 32762.86 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38420.08 75 - 82 Days No 1552.91 31-90 Days S-8 40517.27 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42107.45 75 - 82 Days No 1325.75 31-90 Days Y-1 40030.83 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43193.62 75 - 82 Days No 197.22 7-30 Days Y-2 44860.04 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7946.23 75 - 82 Days Yes 107.98 7-30 Days Y-3 8106.35 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9652.57 75 - 82 Days No 231.41 31-90 Days Y-4 10416.14 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16847.56 75 - 82 Days No 260.57 31-90 Days Z-1 15415.08 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36998.63 75 - 82 Days No 1716.56 <7 Days A-2 39136.46 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10277.51 75 - 82 Days Yes 342.93 31-90 Days A-3 10397.59 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26587.26 75 - 82 Days Yes 238.93 31-90 Days A-4 25304.31 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29174.21 75 - 82 Days No 1038.31 31-90 Days A-5 30469.63 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31484.24 75 - 82 Days Yes 798.93 31-90 Days CB-1 29786.44 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12777.20 75 - 82 Days No 312.07 <7 Days CB-2 13918.09 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17084.41 75 - 82 Days No 714.33 31-90 Days CB-3 17024.42 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26469.17 75 - 82 Days No 1063.60 7-30 Days E-1 25594.89 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22560.52 75 - 82 Days No 57.82 <7 Days E-2 22980.77 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7375.25 75 - 82 Days No 216.02 31-90 Days G-1 6785.64 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30175.21 75 - 82 Days Yes 1475.68 31-90 Days G-2 31768.73 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19605.05 75 - 82 Days Yes 90.44 7-30 Days G-3 18172.35 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20514.44 75 - 82 Days No 29.87 <7 Days IG-1 21368.57 No T+0 No No Securities Finance