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 14400.15 Day 41 Yes 259.06 31-90 Days Y-2 15444.95 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15941.41 Day 41 No 473.37 31-90 Days Y-3 16964.23 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12966.88 Day 41 Yes 164.80 <7 Days Y-4 12568.31 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14157.10 Day 41 Yes 534.29 7-30 Days Z-1 13586.44 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36381.88 Day 41 Yes 1325.27 7-30 Days A-2 37614.07 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42912.74 Day 41 Yes 1213.87 <7 Days A-3 45305.67 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18290.06 Day 41 No 906.44 7-30 Days A-4 17570.98 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26587.55 Day 41 No 167.01 31-90 Days A-5 27195.81 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11997.98 Day 41 No 572.05 <7 Days CB-1 12697.64 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32590.06 Day 41 No 915.33 31-90 Days CB-2 33534.44 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15819.51 Day 41 No 726.14 <7 Days CB-3 16730.11 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4019.00 Day 41 Yes 16.00 31-90 Days E-1 3777.34 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6782.05 Day 41 No 50.90 31-90 Days E-2 6789.45 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5021.46 Day 41 No 93.97 7-30 Days G-1 4598.45 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9513.90 Day 41 No 185.40 7-30 Days G-2 8902.63 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21364.09 Day 41 No 861.03 <7 Days G-3 22866.97 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24302.19 Day 41 Yes 1005.29 31-90 Days IG-1 22584.22 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33884.68 Day 41 No 40.65 7-30 Days IG-2 30991.86 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16600.32 Day 41 Yes 113.79 31-90 Days S-1 17580.58 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25259.86 Day 41 Yes 388.15 31-90 Days S-2 24829.94 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16723.79 Day 41 No 244.44 7-30 Days S-3 15140.15 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2998.78 Day 41 Yes 148.33 <7 Days S-4 3024.02 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40747.70 Day 41 Yes 1214.11 31-90 Days S-5 40653.17 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25456.06 Day 41 No 464.37 7-30 Days S-6 23768.22 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24760.58 Day 41 No 895.86 <7 Days S-7 25006.42 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance