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 21955.04 Day 33 No 978.65 <7 Days LC-1 23205.02 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18937.75 Day 33 No 270.20 7-30 Days LC-2 20178.05 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10737.25 Day 33 Yes 223.31 7-30 Days N-1 10596.34 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4454.83 Day 33 No 190.09 7-30 Days N-2 4518.49 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43763.12 Day 33 No 312.72 31-90 Days N-3 47554.26 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21803.02 Day 33 Yes 187.29 31-90 Days N-4 23804.67 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39169.25 Day 33 No 1750.11 <7 Days N-5 36092.70 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36853.46 Day 33 Yes 1207.00 7-30 Days N-6 36593.98 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40044.59 Day 33 Yes 1120.22 31-90 Days N-7 43915.81 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 164.78 Day 33 Yes 2.83 31-90 Days P-1 155.98 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16030.94 Day 33 Yes 95.26 31-90 Days P-2 14908.26 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12365.79 Day 33 Yes 23.56 7-30 Days S-8 11750.39 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41143.04 Day 33 Yes 544.96 31-90 Days Y-1 44067.01 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43571.69 Day 33 No 912.42 <7 Days Y-2 45484.93 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43699.35 Day 33 No 666.77 <7 Days Y-3 46437.07 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3698.85 Day 33 No 153.30 <7 Days Y-4 3447.21 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19447.95 Day 33 No 357.03 <7 Days Z-1 21224.39 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39581.89 Day 33 Yes 597.01 31-90 Days A-2 42353.36 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18644.62 Day 33 Yes 817.25 31-90 Days A-3 20227.78 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8342.36 Day 33 Yes 339.58 <7 Days A-4 8697.17 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40284.13 Day 33 No 750.93 31-90 Days A-5 39926.77 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12174.08 Day 33 No 481.54 7-30 Days CB-1 11441.04 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28692.46 Day 33 No 252.19 7-30 Days CB-2 31109.95 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19915.16 Day 33 Yes 987.22 <7 Days CB-3 17993.51 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10552.25 Day 33 No 122.59 <7 Days E-1 11580.68 Yes T+2 No No Funding