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 40404.28 Day 33 No 471.51 31-90 Days A-1-Q 36882.22 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6135.67 Day 33 Yes 250.16 <7 Days A-2-Q 5677.22 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3172.20 Day 33 Yes 0.78 <7 Days A-3-Q 3344.74 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27210.90 Day 33 No 1284.60 31-90 Days A-4-Q 25377.61 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18213.73 Day 33 Yes 810.27 31-90 Days A-5-Q 16961.56 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25923.29 Day 33 Yes 722.99 31-90 Days CB-1-Q 25871.70 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21685.22 Day 33 No 572.42 <7 Days CB-2-Q 23029.22 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21429.61 Day 33 No 865.14 31-90 Days S-1-Q 20989.11 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7928.65 Day 33 Yes 145.43 7-30 Days S-2-Q 8555.29 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23781.52 Day 33 Yes 784.68 <7 Days S-3-Q 23028.87 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3512.02 Day 33 Yes 71.67 <7 Days S-4-Q 3692.82 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22875.44 Day 33 No 1007.16 <7 Days CB-3-Q 24007.96 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6374.81 Day 33 Yes 267.50 31-90 Days G-1-Q 6361.47 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27987.24 Day 33 No 726.86 31-90 Days G-2-Q 25980.11 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14844.71 Day 33 Yes 463.92 <7 Days G-3-Q 15972.28 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41514.24 Day 33 Yes 1829.39 <7 Days S-5-Q 41097.86 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30602.63 Day 33 Yes 323.10 31-90 Days S-6-Q 28847.12 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42164.73 Day 33 Yes 936.42 7-30 Days S-7-Q 40171.69 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4954.16 Day 33 Yes 70.01 7-30 Days E-1-Q 4729.70 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12045.36 Day 33 No 13.60 7-30 Days E-2-Q 12675.97 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15295.39 Day 33 Yes 693.95 7-30 Days IG-1-Q 15298.24 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13175.72 Day 33 No 459.11 <7 Days IG-2-Q 13658.31 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32082.54 Day 33 Yes 1369.17 7-30 Days C-1 34993.62 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12991.74 Day 33 No 460.57 7-30 Days CB-4 13966.00 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36256.66 Day 33 Yes 810.58 7-30 Days E-10 36064.73 No T+1 No No Funding