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 7151.97 Day 27 No 79.58 31-90 Days IG-4 6556.23 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30738.40 Day 27 No 369.56 7-30 Days IG-5 30476.12 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3582.86 Day 27 No 27.45 31-90 Days IG-6 3855.43 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24123.66 Day 27 No 844.54 <7 Days IG-7 22513.54 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11165.36 Day 27 Yes 416.07 7-30 Days IG-8 11296.06 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10378.78 Day 27 Yes 195.87 <7 Days L-1 9674.64 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6064.94 Day 27 No 92.91 <7 Days L-10 6629.54 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40470.26 Day 27 Yes 536.71 <7 Days L-11 44402.66 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17196.35 Day 27 No 856.59 7-30 Days L-2 15772.58 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15370.98 Day 27 Yes 329.25 7-30 Days L-3 14381.76 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10065.27 Day 27 No 30.17 31-90 Days L-4 10252.50 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37782.16 Day 27 Yes 1888.62 <7 Days L-5 41042.66 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11224.01 Day 27 No 366.43 <7 Days L-6 10894.91 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39144.86 Day 27 Yes 1422.25 <7 Days L-7 35573.56 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20461.46 Day 27 No 469.56 31-90 Days L-8 21347.31 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13283.01 Day 27 No 600.68 7-30 Days L-9 14418.47 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4376.73 Day 27 No 178.13 7-30 Days LC-1 4298.18 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6400.27 Day 27 No 85.42 <7 Days LC-2 6789.14 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42265.66 Day 27 No 1956.76 <7 Days N-1 41764.02 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17474.10 Day 27 No 287.83 31-90 Days N-2 16951.73 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35585.97 Day 27 No 494.12 31-90 Days N-3 38495.29 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11470.42 Day 27 No 373.50 7-30 Days N-4 12098.12 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41849.25 Day 27 No 479.94 7-30 Days N-5 41781.65 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21360.81 Day 27 No 137.85 <7 Days N-6 20012.00 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43356.42 Day 27 Yes 1104.69 7-30 Days N-7 45518.84 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding