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 25979.16 Day 11 No 393.08 <7 Days N-7 24624.31 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18410.27 Day 11 No 213.06 31-90 Days P-1 18258.90 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1417.56 Day 11 Yes 8.71 7-30 Days P-2 1412.27 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14887.76 Day 11 Yes 106.95 7-30 Days S-8 13536.88 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5885.09 Day 11 Yes 284.17 <7 Days Y-1 6177.48 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6330.00 Day 11 Yes 269.47 31-90 Days Y-2 6721.03 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35801.29 Day 11 Yes 1544.74 7-30 Days Y-3 33964.30 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16986.80 Day 11 Yes 99.98 <7 Days Y-4 15510.72 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3504.63 Day 11 No 158.84 7-30 Days Z-1 3419.24 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33673.34 Day 11 Yes 1115.65 31-90 Days A-2 36313.76 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37609.70 Day 11 No 1409.52 7-30 Days A-3 35770.70 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41256.50 Day 11 No 1728.54 <7 Days A-4 37845.96 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35619.89 Day 11 Yes 1344.76 <7 Days A-5 32346.09 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13426.92 Day 11 Yes 177.74 7-30 Days CB-1 13419.73 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22513.90 Day 11 No 625.61 <7 Days CB-2 22052.01 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11249.80 Day 11 No 212.04 31-90 Days CB-3 11024.44 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32054.61 Day 11 No 233.82 31-90 Days E-1 32310.20 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6418.43 Day 11 No 76.64 7-30 Days E-2 6400.70 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1666.48 Day 11 No 56.96 <7 Days G-1 1769.85 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36237.80 Day 11 No 1224.61 31-90 Days G-2 38141.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38696.87 Day 11 No 1499.73 31-90 Days G-3 40294.05 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14043.49 Day 11 Yes 686.40 31-90 Days IG-1 13293.50 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23412.39 Day 11 No 996.12 7-30 Days IG-2 24858.65 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11800.96 Day 11 Yes 350.04 31-90 Days S-1 11471.04 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42068.62 Day 11 Yes 1193.70 7-30 Days S-2 43357.35 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance