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 4724.44 Day 30 Yes 201.04 7-30 Days A-2 4552.26 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23297.07 Day 30 Yes 292.53 31-90 Days A-3 21365.25 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33208.80 Day 30 No 333.91 <7 Days A-4 30586.32 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15803.42 Day 30 No 284.92 31-90 Days A-5 16961.33 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39344.13 Day 30 Yes 921.19 31-90 Days CB-1 40501.61 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32459.12 Day 30 Yes 1064.03 7-30 Days CB-2 29598.13 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32845.03 Day 30 No 894.00 7-30 Days CB-3 33563.68 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26175.62 Day 30 No 1269.78 31-90 Days E-1 26200.36 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25488.64 Day 30 Yes 133.60 7-30 Days E-2 27474.33 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41845.52 Day 30 No 961.36 31-90 Days G-1 37927.74 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28829.42 Day 30 Yes 147.92 <7 Days G-2 29316.41 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5937.07 Day 30 Yes 89.71 7-30 Days G-3 6154.97 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4003.42 Day 30 Yes 106.95 31-90 Days IG-1 3723.38 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25073.20 Day 30 Yes 1103.43 <7 Days IG-2 23036.19 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41904.26 Day 30 Yes 829.01 <7 Days S-1 43580.82 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26338.95 Day 30 Yes 1094.02 7-30 Days S-2 24622.58 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16488.09 Day 30 No 803.88 <7 Days S-3 17476.42 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41638.86 Day 30 No 2034.59 <7 Days S-4 38811.99 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21435.66 Day 30 Yes 152.38 <7 Days S-5 22577.98 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8422.24 Day 30 No 221.57 7-30 Days S-6 9038.33 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25795.01 Day 30 Yes 210.93 31-90 Days S-7 25801.42 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43304.82 Day 31 No 1621.03 <7 Days A-0-Q 44275.65 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11041.81 Day 31 Yes 231.95 <7 Days A-1-Q 11106.90 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42574.22 Day 31 No 623.45 31-90 Days A-2-Q 44089.88 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37421.09 Day 31 No 1261.01 <7 Days A-3-Q 37762.02 No T+1 Yes No Funding