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 Yes 24312.58 Day 6 No 878.24 <7 Days N-2 26615.48 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17845.90 Day 6 Yes 64.95 <7 Days N-3 19281.35 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4351.81 Day 6 No 150.97 7-30 Days N-4 3972.20 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32871.90 Day 6 Yes 1560.79 7-30 Days N-5 33757.33 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17142.27 Day 6 Yes 831.47 <7 Days N-6 15907.05 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32385.13 Day 6 No 13.46 7-30 Days N-7 30791.37 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10802.74 Day 6 No 314.59 <7 Days P-1 11264.92 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8730.47 Day 6 Yes 192.39 <7 Days P-2 8630.05 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19413.24 Day 6 Yes 679.61 31-90 Days S-8 17994.34 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40680.15 Day 6 No 1569.20 <7 Days Y-1 42289.90 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5092.73 Day 6 Yes 69.72 7-30 Days Y-2 5217.68 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37348.62 Day 6 Yes 446.62 7-30 Days Y-3 39342.67 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2345.72 Day 6 Yes 68.96 7-30 Days Y-4 2505.72 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17372.06 Day 6 Yes 216.53 7-30 Days Z-1 18312.29 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20972.64 Day 6 No 886.49 <7 Days A-2 20700.36 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37303.12 Day 6 No 1855.82 31-90 Days A-3 38774.73 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25933.39 Day 6 No 1201.39 7-30 Days A-4 26094.29 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43767.94 Day 6 No 2165.71 <7 Days A-5 43160.81 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10289.39 Day 6 No 355.48 31-90 Days CB-1 10585.97 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42101.84 Day 6 No 1570.53 31-90 Days CB-2 45860.37 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32884.52 Day 6 No 1512.99 7-30 Days CB-3 35776.90 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27941.68 Day 6 Yes 1011.61 7-30 Days E-1 26957.57 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21457.98 Day 6 Yes 666.06 31-90 Days E-2 20521.56 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 981.93 Day 6 Yes 7.64 31-90 Days G-1 1000.09 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9461.75 Day 6 Yes 341.75 7-30 Days G-2 9376.41 Yes T+0 No Yes Liberty International Finance Ltd. Treasury