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 28345.26 Day 28 Yes 590.49 7-30 Days A-5 26624.26 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32025.75 Day 28 No 675.11 <7 Days CB-1 33861.17 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12098.12 Day 28 Yes 582.88 <7 Days CB-2 13288.91 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25684.90 Day 28 Yes 925.88 31-90 Days CB-3 24501.75 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40175.99 Day 28 Yes 105.47 <7 Days E-1 43641.02 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9760.31 Day 28 Yes 182.51 7-30 Days E-2 9333.74 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13024.44 Day 28 Yes 405.45 7-30 Days G-1 13881.83 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16231.79 Day 28 Yes 19.84 7-30 Days G-2 14773.21 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18835.88 Day 28 Yes 795.91 7-30 Days G-3 20081.77 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42284.07 Day 28 Yes 2014.92 31-90 Days IG-1 43885.08 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8864.57 Day 28 Yes 217.07 7-30 Days IG-2 8035.91 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21743.28 Day 28 No 622.57 7-30 Days S-1 23442.93 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32163.09 Day 28 No 597.27 7-30 Days S-2 29085.75 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30844.20 Day 28 Yes 992.14 <7 Days S-3 33315.04 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25620.73 Day 28 No 1057.22 31-90 Days S-4 26039.00 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43059.78 Day 28 No 187.67 7-30 Days S-5 44488.81 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43639.94 Day 28 No 1204.47 7-30 Days S-6 47942.91 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12968.52 Day 28 No 616.42 31-90 Days S-7 13595.82 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17456.44 Day 29 Yes 542.56 7-30 Days A-0-Q 16324.56 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25818.12 Day 29 Yes 1141.46 7-30 Days A-1-Q 23708.47 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30534.63 Day 29 No 408.91 31-90 Days A-2-Q 32428.06 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24025.57 Day 29 Yes 685.61 <7 Days A-3-Q 23272.88 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25370.25 Day 29 Yes 664.51 7-30 Days A-4-Q 26545.70 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2034.06 Day 29 No 86.16 31-90 Days A-5-Q 2130.93 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17242.93 Day 29 No 694.07 7-30 Days CB-1-Q 17664.41 Yes T+1 Yes No Securities Finance