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 36207.39 Day 51 No 847.28 31-90 Days L-8 35647.35 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41784.56 Day 51 No 1654.44 <7 Days L-9 43556.38 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 332.03 Day 51 Yes 6.83 <7 Days LC-1 343.38 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19346.12 Day 51 Yes 652.70 7-30 Days LC-2 20551.72 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22378.44 Day 51 No 786.74 7-30 Days N-1 21323.58 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5952.45 Day 51 No 144.30 31-90 Days N-2 5769.52 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20008.40 Day 51 Yes 752.48 31-90 Days N-3 19707.88 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5492.09 Day 51 No 264.66 7-30 Days N-4 5800.06 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17236.49 Day 51 No 849.71 7-30 Days N-5 18465.31 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4074.14 Day 51 Yes 198.64 7-30 Days N-6 4391.35 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18112.15 Day 51 Yes 176.18 <7 Days N-7 18147.63 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33945.83 Day 51 Yes 431.15 <7 Days P-1 34396.64 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28916.15 Day 51 Yes 1422.30 31-90 Days P-2 27150.72 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13276.48 Day 51 Yes 42.93 31-90 Days S-8 14073.32 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15980.50 Day 51 Yes 44.76 <7 Days Y-1 15864.78 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4102.48 Day 51 Yes 193.91 31-90 Days Y-2 3846.61 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17505.52 Day 51 No 693.49 7-30 Days Y-3 19200.88 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26270.24 Day 51 Yes 797.25 7-30 Days Y-4 28887.36 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39795.19 Day 51 No 589.80 7-30 Days Z-1 40669.25 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5904.34 Day 51 Yes 9.61 7-30 Days A-2 5648.16 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17163.35 Day 51 No 564.76 <7 Days A-3 17856.63 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32567.37 Day 51 Yes 150.46 7-30 Days A-4 29598.89 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15050.56 Day 51 Yes 332.97 7-30 Days A-5 14609.73 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13371.48 Day 51 Yes 235.29 31-90 Days CB-1 13575.46 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5694.63 Day 51 Yes 204.63 31-90 Days CB-2 5689.65 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading