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 3402.14 91 - 120 Days No 43.38 7-30 Days E-5 3402.50 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25666.14 91 - 120 Days Yes 834.79 7-30 Days E-6 25498.37 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32097.60 91 - 120 Days No 792.68 7-30 Days E-7 34860.20 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39133.80 91 - 120 Days Yes 230.00 <7 Days E-8 36142.56 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19139.60 91 - 120 Days No 609.80 <7 Days E-9 19082.91 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32754.95 91 - 120 Days No 274.90 31-90 Days G-4 34040.29 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28029.75 91 - 120 Days No 764.09 31-90 Days IG-3 25256.57 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23292.92 91 - 120 Days No 532.69 <7 Days IG-4 24592.53 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19871.23 91 - 120 Days No 822.12 <7 Days IG-5 21794.47 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29732.09 91 - 120 Days Yes 492.52 <7 Days IG-6 31041.98 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35958.92 91 - 120 Days Yes 850.80 31-90 Days IG-7 34393.90 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33113.46 91 - 120 Days No 751.98 31-90 Days IG-8 31080.23 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33614.22 91 - 120 Days No 1585.09 7-30 Days L-1 30923.54 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17111.89 91 - 120 Days Yes 596.32 <7 Days L-10 17569.23 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1157.53 91 - 120 Days Yes 4.47 7-30 Days L-11 1066.31 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32056.28 91 - 120 Days No 937.84 <7 Days L-2 33671.61 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6056.36 91 - 120 Days Yes 34.26 <7 Days L-3 6627.52 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39570.62 91 - 120 Days No 950.94 31-90 Days L-4 38874.08 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31058.36 91 - 120 Days No 654.10 31-90 Days L-5 33599.25 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42060.16 91 - 120 Days Yes 1136.88 7-30 Days L-6 44752.23 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42338.79 91 - 120 Days No 363.05 <7 Days L-7 39450.16 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41928.21 91 - 120 Days Yes 1931.48 31-90 Days L-8 37823.22 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12493.92 91 - 120 Days Yes 165.67 31-90 Days L-9 12744.79 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20418.17 91 - 120 Days Yes 294.75 7-30 Days LC-1 22174.26 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34907.39 91 - 120 Days Yes 1000.35 31-90 Days LC-2 32609.55 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury