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 24252.66 Day 13 Yes 107.09 7-30 Days CB-1-Q 26145.41 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33573.22 Day 13 No 53.80 7-30 Days CB-2-Q 31749.33 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7464.30 Day 13 No 146.50 31-90 Days S-1-Q 7154.59 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27086.90 Day 13 Yes 1323.38 <7 Days S-2-Q 27716.98 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33487.17 Day 13 No 1173.65 <7 Days S-3-Q 34394.59 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20377.21 Day 13 Yes 894.68 <7 Days S-4-Q 19022.15 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9816.50 Day 13 No 13.65 7-30 Days CB-3-Q 10059.63 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9656.21 Day 13 No 124.50 31-90 Days G-1-Q 9237.64 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35154.46 Day 13 Yes 767.66 7-30 Days G-2-Q 37900.38 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4490.16 Day 13 Yes 36.54 <7 Days G-3-Q 4834.14 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16194.04 Day 13 Yes 321.85 <7 Days S-5-Q 17060.25 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27721.17 Day 13 Yes 569.84 31-90 Days S-6-Q 27687.51 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1891.18 Day 13 No 24.19 <7 Days S-7-Q 1890.92 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37185.75 Day 13 No 1829.19 7-30 Days E-1-Q 34798.78 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43504.06 Day 13 Yes 826.26 7-30 Days E-2-Q 40330.74 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25326.70 Day 13 No 662.71 7-30 Days IG-1-Q 24083.64 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18847.01 Day 13 No 507.75 7-30 Days IG-2-Q 16962.94 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9932.98 Day 13 No 407.24 <7 Days C-1 10331.23 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6934.44 Day 13 No 340.52 31-90 Days CB-4 7129.67 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31925.28 Day 13 Yes 59.44 31-90 Days E-10 34483.04 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8427.21 Day 13 No 327.72 31-90 Days E-3 8190.06 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31524.22 Day 13 No 407.22 7-30 Days E-4 28750.67 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17961.48 Day 13 No 0.43 7-30 Days E-5 18082.36 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27189.98 Day 13 Yes 840.28 31-90 Days E-6 25385.26 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43493.11 Day 13 Yes 1628.59 31-90 Days E-7 45512.74 Yes T+1 No No Treasury