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 8643.37 Day 29 No 113.71 <7 Days CB-2-Q 9005.30 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22302.59 Day 29 Yes 71.80 31-90 Days S-1-Q 20968.71 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6988.10 Day 29 Yes 73.81 7-30 Days S-2-Q 7308.51 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7627.00 Day 29 No 18.57 7-30 Days S-3-Q 8115.84 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22743.36 Day 29 No 360.29 <7 Days S-4-Q 23721.67 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18012.02 Day 29 No 237.54 <7 Days CB-3-Q 16625.28 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3684.28 Day 29 Yes 171.64 <7 Days G-1-Q 3919.54 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2379.37 Day 29 No 57.97 7-30 Days G-2-Q 2379.13 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12154.33 Day 29 Yes 412.43 31-90 Days G-3-Q 12382.33 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1342.84 Day 29 No 15.94 31-90 Days S-5-Q 1428.98 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27356.70 Day 29 Yes 129.75 7-30 Days S-6-Q 26871.39 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18214.80 Day 29 No 332.56 7-30 Days S-7-Q 17311.79 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35412.37 Day 29 Yes 1227.42 31-90 Days E-1-Q 37018.43 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10217.59 Day 29 No 118.75 7-30 Days E-2-Q 10653.78 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31400.29 Day 29 No 646.99 <7 Days IG-1-Q 31351.50 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27279.93 Day 29 No 1293.58 31-90 Days IG-2-Q 25993.90 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 712.83 Day 29 Yes 9.00 7-30 Days C-1 778.06 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12106.18 Day 29 No 233.09 7-30 Days CB-4 11274.28 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17057.14 Day 29 No 105.30 <7 Days E-10 18760.49 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42561.64 Day 29 Yes 824.17 31-90 Days E-3 40848.90 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18297.79 Day 29 No 425.09 7-30 Days E-4 17243.90 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16752.11 Day 29 No 488.77 7-30 Days E-5 15965.32 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37174.98 Day 29 Yes 1101.70 31-90 Days E-6 36142.60 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6749.96 Day 29 No 269.09 7-30 Days E-7 6597.86 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5708.06 Day 29 Yes 248.43 <7 Days E-8 5677.39 No T+2 No Yes Liberty Capital Markets Inc. Trading