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 16788.48 Day 60 Yes 738.47 31-90 Days CB-2 18326.78 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29883.19 Day 60 No 352.16 7-30 Days CB-3 29127.94 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10501.94 Day 60 Yes 28.32 7-30 Days E-1 10754.33 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14400.72 Day 60 No 353.37 7-30 Days E-2 15521.96 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16187.00 Day 60 No 450.18 7-30 Days G-1 15939.38 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15361.35 Day 60 Yes 643.76 31-90 Days G-2 15055.27 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39330.22 Day 60 Yes 1053.50 <7 Days G-3 36886.31 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 645.35 Day 60 No 29.81 <7 Days IG-1 659.02 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27797.15 Day 60 No 899.38 7-30 Days IG-2 27903.66 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32986.82 Day 60 No 904.40 <7 Days S-1 34410.62 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35959.00 Day 60 No 1299.04 <7 Days S-2 36662.68 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5312.09 Day 60 Yes 209.11 7-30 Days S-3 5499.20 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16066.03 Day 60 No 588.28 7-30 Days S-4 15449.75 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29222.51 Day 60 No 890.57 <7 Days S-5 31785.94 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2057.41 Day 60 No 48.39 31-90 Days S-6 1933.02 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17056.23 Day 60 No 271.90 <7 Days S-7 15759.66 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22044.06 61 - 67 Days Yes 962.67 31-90 Days A-0-Q 20228.89 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12848.57 61 - 67 Days Yes 175.30 <7 Days A-1-Q 13122.57 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31977.91 61 - 67 Days No 854.90 <7 Days A-2-Q 30838.76 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22694.41 61 - 67 Days Yes 426.27 <7 Days A-3-Q 20994.30 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7381.89 61 - 67 Days Yes 356.25 <7 Days A-4-Q 7906.69 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22074.48 61 - 67 Days Yes 200.83 7-30 Days A-5-Q 22283.76 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35634.47 61 - 67 Days No 477.96 7-30 Days CB-1-Q 39127.24 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18218.56 61 - 67 Days Yes 504.57 <7 Days CB-2-Q 18947.91 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14143.24 61 - 67 Days No 33.68 7-30 Days S-1-Q 14654.76 Yes T+0 Yes No Securities Finance