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 43666.37 Day 46 Yes 1057.46 31-90 Days A-3 39783.17 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6803.24 Day 46 Yes 316.10 31-90 Days A-4 6263.93 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6573.74 Day 46 Yes 172.05 31-90 Days A-5 6943.50 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8168.82 Day 46 No 192.11 7-30 Days CB-1 8312.31 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11858.99 Day 46 No 12.84 31-90 Days CB-2 10916.21 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42548.43 Day 46 Yes 447.10 31-90 Days CB-3 45907.80 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14174.67 Day 46 Yes 58.82 <7 Days E-1 14964.41 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20526.95 Day 46 No 451.21 31-90 Days E-2 21531.46 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40836.91 Day 46 Yes 532.72 <7 Days G-1 43117.20 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28631.66 Day 46 No 281.13 31-90 Days G-2 25850.41 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10610.70 Day 46 No 92.17 31-90 Days G-3 10581.63 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17638.50 Day 46 No 370.59 31-90 Days IG-1 16075.77 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43799.99 Day 46 Yes 1624.95 <7 Days IG-2 45806.22 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12849.15 Day 46 No 521.79 31-90 Days S-1 12371.24 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6433.99 Day 46 No 313.95 31-90 Days S-2 6998.75 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9876.56 Day 46 No 65.00 <7 Days S-3 9779.18 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10217.88 Day 46 No 476.56 <7 Days S-4 10427.11 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1470.77 Day 46 No 9.60 31-90 Days S-5 1440.92 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4682.48 Day 46 Yes 86.98 <7 Days S-6 4940.61 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29031.33 Day 46 Yes 476.77 <7 Days S-7 31434.18 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22918.06 Day 47 No 4.86 <7 Days A-0-Q 23149.71 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31513.19 Day 47 No 834.26 <7 Days A-1-Q 34320.85 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35354.46 Day 47 Yes 795.75 7-30 Days A-2-Q 34245.11 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28156.11 Day 47 No 1376.87 7-30 Days A-3-Q 26134.58 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40677.26 Day 47 No 483.89 7-30 Days A-4-Q 42929.03 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding