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 38166.26 Day 4 No 662.51 31-90 Days N-5 34676.82 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22741.89 Day 4 Yes 585.96 31-90 Days N-6 22495.45 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3856.95 Day 4 No 83.71 7-30 Days N-7 3917.90 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33555.27 Day 4 Yes 285.03 7-30 Days P-1 35281.14 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26389.08 Day 4 Yes 600.53 31-90 Days P-2 28142.42 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12746.48 Day 4 No 70.55 7-30 Days S-8 11912.59 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31751.54 Day 4 No 1069.57 7-30 Days Y-1 33966.88 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7685.90 Day 4 Yes 365.92 <7 Days Y-2 8210.19 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28228.55 Day 4 No 273.57 7-30 Days Y-3 30648.89 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31683.91 Day 4 Yes 309.70 31-90 Days Y-4 34052.35 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43034.97 Day 4 No 1676.66 <7 Days Z-1 41060.00 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32484.45 Day 4 Yes 1379.16 7-30 Days A-2 34418.47 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26752.21 Day 4 Yes 429.62 <7 Days A-3 26112.58 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36534.41 Day 4 Yes 1361.44 31-90 Days A-4 33826.65 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4619.46 Day 4 No 184.87 31-90 Days A-5 4521.05 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32448.95 Day 4 No 1528.83 <7 Days CB-1 34500.82 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38657.32 Day 4 No 929.31 31-90 Days CB-2 37546.31 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9443.73 Day 4 Yes 373.16 7-30 Days CB-3 8646.42 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31479.29 Day 4 No 1354.64 <7 Days E-1 34021.69 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17879.66 Day 4 Yes 75.87 <7 Days E-2 18942.02 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2747.22 Day 4 No 104.27 31-90 Days G-1 2622.64 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12970.49 Day 4 Yes 74.89 31-90 Days G-2 13041.00 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10048.90 Day 4 Yes 262.38 31-90 Days G-3 9959.74 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22748.42 Day 4 No 1017.50 31-90 Days IG-1 24596.04 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29301.04 Day 4 Yes 1108.66 31-90 Days IG-2 30759.28 Yes T+0 No No Trading