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 4000.46 Day 18 Yes 72.75 <7 Days IG-5 3868.47 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42269.31 Day 18 No 1257.60 31-90 Days IG-6 45100.56 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26369.57 Day 18 Yes 242.03 <7 Days IG-7 26893.56 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15914.47 Day 18 No 768.58 7-30 Days IG-8 14528.59 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19667.54 Day 18 No 860.36 31-90 Days L-1 20341.47 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28138.66 Day 18 No 359.03 <7 Days L-10 27446.73 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21286.40 Day 18 No 599.54 7-30 Days L-11 19468.13 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10607.97 Day 18 No 470.46 31-90 Days L-2 10732.85 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13204.69 Day 18 Yes 505.49 7-30 Days L-3 12404.48 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4146.77 Day 18 Yes 184.67 31-90 Days L-4 4408.99 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22769.71 Day 18 No 574.05 31-90 Days L-5 23572.94 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22260.13 Day 18 Yes 250.01 7-30 Days L-6 21448.74 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8940.09 Day 18 No 100.55 7-30 Days L-7 9226.18 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8428.38 Day 18 Yes 27.56 7-30 Days L-8 7723.44 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18958.45 Day 18 No 62.66 <7 Days L-9 19790.28 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2258.39 Day 18 No 100.61 <7 Days LC-1 2040.35 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26868.21 Day 18 No 393.59 31-90 Days LC-2 28997.64 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22358.02 Day 18 Yes 567.18 <7 Days N-1 23118.62 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37936.16 Day 18 No 1778.93 7-30 Days N-2 40292.23 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23091.63 Day 18 No 132.72 7-30 Days N-3 23722.64 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37037.45 Day 18 Yes 1675.27 <7 Days N-4 35225.16 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17483.90 Day 18 Yes 704.13 31-90 Days N-5 18302.55 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29117.06 Day 18 No 760.33 <7 Days N-6 29684.87 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42747.13 Day 18 No 307.65 <7 Days N-7 46308.28 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43623.60 Day 18 No 1528.90 31-90 Days P-1 40536.65 No T+0 Yes No Securities Finance