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 15260.79 Day 31 No 662.45 31-90 Days N-2 15250.54 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18799.26 Day 31 Yes 519.58 7-30 Days N-3 19545.29 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19295.37 Day 31 Yes 163.17 31-90 Days N-4 19193.17 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16732.53 Day 31 Yes 101.81 31-90 Days N-5 16598.18 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22241.53 Day 31 Yes 106.21 7-30 Days N-6 22205.09 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29974.59 Day 31 No 86.86 <7 Days N-7 27664.14 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43352.53 Day 31 Yes 1121.60 31-90 Days P-1 44341.41 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38994.23 Day 31 Yes 1584.03 <7 Days P-2 39804.54 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3611.08 Day 31 Yes 26.88 <7 Days S-8 3412.83 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4397.76 Day 31 No 92.56 <7 Days Y-1 4082.74 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42793.40 Day 31 No 1228.61 31-90 Days Y-2 44120.91 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39632.96 Day 31 No 1342.56 <7 Days Y-3 40403.92 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15185.79 Day 31 No 732.77 <7 Days Y-4 14809.71 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12804.73 Day 31 Yes 129.91 7-30 Days Z-1 13611.98 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25134.50 Day 31 No 995.76 7-30 Days A-2 22875.30 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20014.66 Day 31 No 109.84 31-90 Days A-3 19802.94 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43774.71 Day 31 No 1068.42 7-30 Days A-4 39708.12 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3945.45 Day 31 No 89.58 7-30 Days A-5 3729.04 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12296.56 Day 31 No 342.71 <7 Days CB-1 11830.35 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 750.64 Day 31 No 18.42 31-90 Days CB-2 710.91 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10750.81 Day 31 No 347.40 <7 Days CB-3 11216.76 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17714.79 Day 31 Yes 878.57 <7 Days E-1 19238.85 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11661.21 Day 31 No 355.57 7-30 Days E-2 11450.95 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6558.89 Day 31 Yes 295.39 31-90 Days G-1 6310.04 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17042.76 Day 31 Yes 261.71 7-30 Days G-2 18538.48 Yes T+2 No Yes Liberty Wealth Management LLC Treasury