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 24733.27 Day 11 Yes 675.69 <7 Days S-2-Q 26329.90 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13620.01 Day 11 Yes 15.50 7-30 Days S-3-Q 14173.49 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42175.48 Day 11 Yes 57.26 31-90 Days S-4-Q 42642.52 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19613.73 Day 11 No 414.22 7-30 Days CB-3-Q 20998.43 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28825.91 Day 11 No 1013.54 31-90 Days G-1-Q 27114.45 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4211.54 Day 11 Yes 62.80 31-90 Days G-2-Q 4404.28 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36800.69 Day 11 No 403.83 <7 Days G-3-Q 39753.82 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17156.50 Day 11 Yes 247.41 31-90 Days S-5-Q 15804.35 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23788.13 Day 11 Yes 84.26 <7 Days S-6-Q 22528.15 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11185.58 Day 11 No 529.79 31-90 Days S-7-Q 11497.39 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5143.34 Day 11 No 13.44 7-30 Days E-1-Q 4747.05 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12665.50 Day 11 No 455.16 <7 Days E-2-Q 11843.62 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23719.05 Day 11 No 329.93 <7 Days IG-1-Q 23788.62 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40235.74 Day 11 No 1324.25 31-90 Days IG-2-Q 39220.11 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20546.52 Day 11 No 689.62 <7 Days C-1 18868.20 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5336.66 Day 11 No 137.42 31-90 Days CB-4 4804.96 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41462.19 Day 11 No 1578.89 7-30 Days E-10 38097.91 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12150.28 Day 11 Yes 466.44 31-90 Days E-3 13269.07 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3602.41 Day 11 Yes 6.80 7-30 Days E-4 3638.54 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14947.20 Day 11 Yes 505.17 7-30 Days E-5 15097.59 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36332.86 Day 11 No 1711.91 <7 Days E-6 38569.51 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24544.57 Day 11 Yes 1173.10 31-90 Days E-7 23734.87 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19169.78 Day 11 No 104.78 <7 Days E-8 18417.89 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24166.39 Day 11 Yes 962.67 7-30 Days E-9 24688.23 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8889.81 Day 11 No 197.15 <7 Days G-4 8166.63 Yes T+0 Yes No Treasury