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 28673.73 Day 47 No 694.67 7-30 Days E-7 28236.52 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23155.28 Day 47 No 1029.11 7-30 Days E-8 24765.01 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39414.10 Day 47 No 1068.24 <7 Days E-9 36815.42 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22941.18 Day 47 No 874.84 <7 Days G-4 23437.00 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17816.05 Day 47 Yes 464.60 <7 Days IG-3 19345.86 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34993.42 Day 47 No 542.95 31-90 Days IG-4 35456.07 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18818.18 Day 47 Yes 606.36 <7 Days IG-5 20692.06 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37938.29 Day 47 Yes 1204.07 7-30 Days IG-6 36823.95 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19197.76 Day 47 No 132.62 <7 Days IG-7 17668.59 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33801.18 Day 47 Yes 595.68 <7 Days IG-8 36815.01 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13740.54 Day 47 No 292.34 <7 Days L-1 12482.00 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6565.67 Day 47 Yes 117.55 31-90 Days L-10 6963.58 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19880.06 Day 47 Yes 54.80 31-90 Days L-11 21861.16 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9837.79 Day 47 Yes 80.50 31-90 Days L-2 10368.77 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34438.59 Day 47 No 510.46 7-30 Days L-3 31922.11 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42951.47 Day 47 Yes 1783.71 7-30 Days L-4 43672.77 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1378.42 Day 47 Yes 1.12 <7 Days L-5 1274.09 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 825.42 Day 47 No 21.29 <7 Days L-6 903.04 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33143.97 Day 47 No 891.24 31-90 Days L-7 36116.04 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24980.05 Day 47 No 1148.83 <7 Days L-8 26907.00 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23559.45 Day 47 No 819.30 7-30 Days L-9 24814.90 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1311.91 Day 47 No 49.81 7-30 Days LC-1 1438.81 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28925.22 Day 47 Yes 338.07 7-30 Days LC-2 30893.92 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1101.45 Day 47 No 10.45 7-30 Days N-1 992.90 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36773.88 Day 47 No 754.51 31-90 Days N-2 34281.16 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury