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 20842.96 Day 59 No 668.47 7-30 Days S-6 21542.95 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14474.53 Day 59 Yes 249.84 <7 Days S-7 14774.83 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42747.61 Day 60 Yes 884.39 <7 Days A-0-Q 44951.79 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14699.61 Day 60 No 669.64 7-30 Days A-1-Q 15202.95 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16034.55 Day 60 No 665.99 <7 Days A-2-Q 17310.79 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42430.46 Day 60 Yes 900.60 31-90 Days A-3-Q 39082.38 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36115.21 Day 60 Yes 1705.64 31-90 Days A-4-Q 32955.66 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33209.64 Day 60 Yes 1050.05 <7 Days A-5-Q 34765.60 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34950.95 Day 60 Yes 3.40 31-90 Days CB-1-Q 36534.78 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40862.47 Day 60 Yes 43.44 7-30 Days CB-2-Q 43291.50 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21428.89 Day 60 Yes 814.29 <7 Days S-1-Q 21522.57 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19027.50 Day 60 No 803.18 7-30 Days S-2-Q 20040.14 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31089.97 Day 60 No 1239.27 31-90 Days S-3-Q 30586.28 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36251.64 Day 60 No 1346.72 7-30 Days S-4-Q 38186.94 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13261.61 Day 60 No 53.69 <7 Days CB-3-Q 13800.91 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23127.30 Day 60 Yes 687.98 7-30 Days G-1-Q 23529.00 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7131.67 Day 60 No 54.74 7-30 Days G-2-Q 6630.91 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17570.46 Day 60 No 354.86 <7 Days G-3-Q 17547.30 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39796.68 Day 60 No 817.84 <7 Days S-5-Q 39993.98 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15872.50 Day 60 Yes 556.01 <7 Days S-6-Q 16868.05 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41304.07 Day 60 No 673.72 31-90 Days S-7-Q 38175.32 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33103.00 Day 60 No 773.82 7-30 Days E-1-Q 31792.59 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12114.18 Day 60 Yes 452.96 31-90 Days E-2-Q 11344.66 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33313.69 Day 60 No 1594.18 31-90 Days IG-1-Q 33723.15 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27855.74 Day 60 Yes 438.00 7-30 Days IG-2-Q 25212.19 No T+2 No No Treasury