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 22187.63 Day 3 No 735.32 <7 Days IG-1-Q 22214.33 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36250.00 Day 3 No 1283.65 7-30 Days IG-2-Q 35491.15 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41583.94 Day 3 No 231.27 7-30 Days C-1 43707.25 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16993.40 Day 3 Yes 321.47 31-90 Days CB-4 17835.51 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14388.08 Day 3 Yes 216.34 <7 Days E-10 15659.21 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35944.08 Day 3 No 118.08 <7 Days E-3 38306.43 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14013.21 Day 3 Yes 300.71 7-30 Days E-4 12713.75 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23613.52 Day 3 No 682.84 31-90 Days E-5 21889.11 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5607.61 Day 3 No 48.88 <7 Days E-6 6106.32 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11072.29 Day 3 Yes 43.44 <7 Days E-7 11727.33 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21985.18 Day 3 No 1092.01 31-90 Days E-8 22896.04 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24952.71 Day 3 No 319.27 7-30 Days E-9 23248.71 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25269.96 Day 3 No 797.37 31-90 Days G-4 26310.02 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42996.55 Day 3 Yes 417.05 <7 Days IG-3 40509.92 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27906.84 Day 3 No 289.36 <7 Days IG-4 26889.07 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12008.28 Day 3 Yes 132.04 <7 Days IG-5 13189.00 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26697.87 Day 3 Yes 438.47 <7 Days IG-6 27163.90 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3509.58 Day 3 Yes 96.00 <7 Days IG-7 3173.62 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16424.47 Day 3 No 544.85 <7 Days IG-8 14860.77 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35187.86 Day 3 No 697.61 31-90 Days L-1 33477.57 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21212.35 Day 3 No 865.50 7-30 Days L-10 21011.46 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28407.05 Day 3 No 1079.97 31-90 Days L-11 29512.44 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4354.01 Day 3 Yes 61.14 7-30 Days L-2 4654.94 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35099.08 Day 3 No 135.02 7-30 Days L-3 35979.52 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32819.87 Day 3 Yes 1177.26 7-30 Days L-4 29710.94 Yes T+0 No No Funding