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 1240.31 Day 56 No 25.92 7-30 Days A-4-Q 1295.34 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3707.12 Day 56 No 100.24 7-30 Days A-5-Q 3653.59 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25993.37 Day 56 No 213.48 <7 Days CB-1-Q 25457.27 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20841.33 Day 56 No 222.25 <7 Days CB-2-Q 20291.47 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17775.50 Day 56 Yes 341.18 <7 Days S-1-Q 16286.39 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28184.83 Day 56 No 188.86 31-90 Days S-2-Q 30073.03 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19989.41 Day 56 No 646.27 31-90 Days S-3-Q 21792.93 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8882.58 Day 56 Yes 414.71 7-30 Days S-4-Q 8935.77 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11274.12 Day 56 Yes 432.69 7-30 Days CB-3-Q 12004.10 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29783.58 Day 56 No 573.24 <7 Days G-1-Q 31796.02 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32342.16 Day 56 Yes 330.51 7-30 Days G-2-Q 34349.37 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42167.81 Day 56 Yes 1664.10 7-30 Days G-3-Q 43812.38 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14035.06 Day 56 No 654.77 31-90 Days S-5-Q 15342.65 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34807.02 Day 56 Yes 152.14 31-90 Days S-6-Q 33121.02 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35800.41 Day 56 Yes 990.14 7-30 Days S-7-Q 32766.42 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4729.09 Day 56 No 200.31 <7 Days E-1-Q 4872.53 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19640.76 Day 56 Yes 883.45 <7 Days E-2-Q 20882.23 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14831.37 Day 56 No 101.32 <7 Days IG-1-Q 15899.51 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19218.41 Day 56 Yes 33.57 31-90 Days IG-2-Q 18563.85 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17167.88 Day 56 Yes 138.47 31-90 Days C-1 15756.23 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12475.43 Day 56 Yes 460.79 31-90 Days CB-4 12708.39 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26484.86 Day 56 Yes 995.61 <7 Days E-10 26625.50 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6895.73 Day 56 Yes 179.20 <7 Days E-3 7090.38 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37094.10 Day 56 Yes 1391.00 <7 Days E-4 38395.86 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37971.78 Day 56 Yes 225.18 7-30 Days E-5 37892.87 Yes T+0 No No Treasury