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 15793.39 Day 40 No 198.82 31-90 Days A-3-Q 14475.79 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27666.99 Day 40 Yes 165.68 <7 Days A-4-Q 30211.32 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3023.30 Day 40 No 116.95 7-30 Days A-5-Q 2745.12 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31412.63 Day 40 No 1220.78 31-90 Days CB-1-Q 30485.10 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16635.86 Day 40 No 266.49 31-90 Days CB-2-Q 15097.48 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23548.39 Day 40 Yes 175.74 7-30 Days S-1-Q 24291.56 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24051.49 Day 40 Yes 151.01 <7 Days S-2-Q 21924.41 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21789.28 Day 40 Yes 144.78 31-90 Days S-3-Q 23814.65 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19776.82 Day 40 No 498.57 31-90 Days S-4-Q 21008.76 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25548.96 Day 40 Yes 579.03 31-90 Days CB-3-Q 25523.90 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22982.98 Day 40 Yes 350.93 7-30 Days G-1-Q 23639.70 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43506.46 Day 40 No 298.91 7-30 Days G-2-Q 46280.89 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36309.81 Day 40 No 783.09 31-90 Days G-3-Q 39301.76 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16868.90 Day 40 Yes 290.35 7-30 Days S-5-Q 16075.24 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19027.10 Day 40 No 425.27 <7 Days S-6-Q 20116.79 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39040.12 Day 40 Yes 804.26 31-90 Days S-7-Q 42567.11 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42248.73 Day 40 No 2021.83 7-30 Days E-1-Q 38803.74 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20971.01 Day 40 Yes 371.18 31-90 Days E-2-Q 21966.79 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13786.60 Day 40 No 671.57 <7 Days IG-1-Q 14909.60 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40148.08 Day 40 Yes 47.71 7-30 Days IG-2-Q 41283.83 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 769.18 Day 40 Yes 0.38 31-90 Days C-1 773.27 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17448.74 Day 40 No 257.65 31-90 Days CB-4 18861.27 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9172.19 Day 40 No 449.14 7-30 Days E-10 9309.06 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35229.54 Day 40 Yes 675.84 <7 Days E-3 31971.34 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30576.44 Day 40 No 733.09 <7 Days E-4 29769.39 Yes T+2 No No Treasury