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 42014.90 Day 20 Yes 1082.71 31-90 Days S-2 40249.62 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26793.71 Day 20 No 684.65 7-30 Days S-3 28753.83 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27854.76 Day 20 Yes 396.48 7-30 Days S-4 28909.20 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8576.52 Day 20 No 205.30 <7 Days S-5 8106.52 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24118.83 Day 20 Yes 880.20 7-30 Days S-6 24140.84 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28063.75 Day 20 No 994.49 <7 Days S-7 25804.69 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31068.45 Day 21 No 1189.37 7-30 Days A-0-Q 33322.87 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7241.23 Day 21 Yes 319.64 <7 Days A-1-Q 6725.68 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42946.94 Day 21 No 1283.34 31-90 Days A-2-Q 39438.75 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6653.38 Day 21 Yes 12.66 31-90 Days A-3-Q 6819.06 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13487.53 Day 21 No 219.30 31-90 Days A-4-Q 14163.28 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24485.37 Day 21 No 1009.11 7-30 Days A-5-Q 24565.61 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25704.41 Day 21 Yes 1256.12 31-90 Days CB-1-Q 25106.93 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4420.03 Day 21 Yes 52.81 <7 Days CB-2-Q 4440.79 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34218.19 Day 21 Yes 353.77 7-30 Days S-1-Q 34153.22 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15763.07 Day 21 Yes 544.20 <7 Days S-2-Q 14341.47 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8639.68 Day 21 Yes 44.19 7-30 Days S-3-Q 8767.35 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24131.00 Day 21 Yes 684.54 31-90 Days S-4-Q 23075.02 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8852.31 Day 21 No 395.29 <7 Days CB-3-Q 9343.52 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42900.03 Day 21 No 1829.22 31-90 Days G-1-Q 46740.37 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 558.41 Day 21 Yes 7.56 31-90 Days G-2-Q 586.67 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43768.19 Day 21 No 1354.18 <7 Days G-3-Q 45328.20 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25770.74 Day 21 No 1152.94 7-30 Days S-5-Q 27173.53 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33998.39 Day 21 Yes 955.65 <7 Days S-6-Q 32882.77 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18808.10 Day 21 No 174.75 <7 Days S-7-Q 19579.77 No T+0 No No Funding