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 28204.58 Day 48 Yes 81.04 31-90 Days Y-4 30689.98 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6057.18 Day 48 Yes 196.43 31-90 Days Z-1 6216.67 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12997.38 Day 48 No 132.17 31-90 Days A-2 12190.41 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1408.34 Day 48 Yes 20.02 <7 Days A-3 1474.34 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1076.81 Day 48 No 51.64 31-90 Days A-4 1106.80 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32086.01 Day 48 Yes 826.40 31-90 Days A-5 33070.95 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32856.30 Day 48 Yes 1430.68 31-90 Days CB-1 30334.06 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26931.86 Day 48 No 973.17 <7 Days CB-2 27080.66 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34976.79 Day 48 No 1438.55 31-90 Days CB-3 31711.24 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17336.30 Day 48 No 451.53 31-90 Days E-1 17358.93 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28993.33 Day 48 Yes 1413.34 <7 Days E-2 27333.99 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39027.32 Day 48 Yes 156.48 <7 Days G-1 38541.15 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42717.01 Day 48 No 1642.08 31-90 Days G-2 40685.36 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1540.23 Day 48 No 58.64 31-90 Days G-3 1443.44 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32954.57 Day 48 Yes 746.27 7-30 Days IG-1 32601.43 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1756.32 Day 48 Yes 46.73 <7 Days IG-2 1725.46 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6783.11 Day 48 No 1.25 31-90 Days S-1 6690.38 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24058.10 Day 48 Yes 916.66 31-90 Days S-2 26122.50 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21152.27 Day 48 No 816.72 <7 Days S-3 21068.45 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17661.27 Day 48 Yes 850.19 31-90 Days S-4 17150.76 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35022.41 Day 48 Yes 882.79 <7 Days S-5 38118.27 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29805.20 Day 48 Yes 418.09 <7 Days S-6 32469.34 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23583.88 Day 48 Yes 1018.04 <7 Days S-7 24161.92 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7970.59 Day 49 No 373.40 <7 Days A-0-Q 8518.06 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13136.03 Day 49 Yes 431.18 7-30 Days A-1-Q 14082.01 No T+2 Yes No Trading