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 22798.39 Day 30 Yes 1052.97 31-90 Days S-7-Q 20730.88 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6142.90 Day 30 Yes 54.39 <7 Days E-1-Q 6296.14 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4051.14 Day 30 Yes 2.44 <7 Days E-2-Q 3889.74 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 741.77 Day 30 Yes 31.84 7-30 Days IG-1-Q 740.29 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22725.41 Day 30 No 253.86 31-90 Days IG-2-Q 21137.00 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19848.43 Day 30 No 46.31 7-30 Days C-1 18877.29 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18315.95 Day 30 Yes 66.98 31-90 Days CB-4 19173.79 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17438.99 Day 30 Yes 38.30 <7 Days E-10 18251.07 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16737.15 Day 30 Yes 657.95 <7 Days E-3 18042.35 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19401.73 Day 30 No 661.53 7-30 Days E-4 18645.16 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14302.00 Day 30 No 11.40 31-90 Days E-5 14041.23 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16449.07 Day 30 Yes 448.09 7-30 Days E-6 17201.87 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6616.80 Day 30 Yes 22.48 7-30 Days E-7 6740.36 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28985.43 Day 30 Yes 1340.96 7-30 Days E-8 29843.52 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31516.85 Day 30 Yes 243.44 31-90 Days E-9 30427.72 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15059.83 Day 30 No 562.89 7-30 Days G-4 15113.27 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19917.86 Day 30 No 338.72 7-30 Days IG-3 20668.38 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8740.03 Day 30 No 72.10 <7 Days IG-4 8267.10 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9964.49 Day 30 Yes 437.93 <7 Days IG-5 10004.62 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25904.19 Day 30 Yes 537.02 31-90 Days IG-6 28249.04 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20243.10 Day 30 No 467.82 7-30 Days IG-7 18884.03 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38506.82 Day 30 No 140.06 <7 Days IG-8 36972.32 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41560.91 Day 30 Yes 255.92 31-90 Days L-1 43699.24 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 104.24 Day 30 Yes 4.51 7-30 Days L-10 104.15 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38969.33 Day 30 No 828.80 <7 Days L-11 36438.55 Yes T+1 No No Treasury