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 3637.83 Day 50 No 128.77 <7 Days Y-1 3301.32 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7257.52 Day 50 Yes 214.01 31-90 Days Y-2 7891.80 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30786.82 Day 50 Yes 39.59 31-90 Days Y-3 33418.53 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27674.55 Day 50 No 491.85 31-90 Days Y-4 30186.03 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24326.72 Day 50 No 1024.43 <7 Days Z-1 25481.35 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9652.53 Day 50 Yes 66.89 <7 Days A-2 9971.27 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41468.36 Day 50 No 1239.50 <7 Days A-3 39947.60 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35228.35 Day 50 No 427.92 31-90 Days A-4 36747.82 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22068.39 Day 50 No 721.17 7-30 Days A-5 21362.18 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13535.00 Day 50 No 177.19 31-90 Days CB-1 14367.98 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27590.71 Day 50 Yes 305.93 31-90 Days CB-2 28500.92 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2963.26 Day 50 Yes 116.31 <7 Days CB-3 3243.58 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 615.81 Day 50 No 15.09 31-90 Days E-1 603.26 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28846.57 Day 50 Yes 1116.81 31-90 Days E-2 26262.84 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42051.78 Day 50 No 336.48 31-90 Days G-1 42090.95 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4942.73 Day 50 Yes 55.69 <7 Days G-2 4539.33 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4202.06 Day 50 No 197.95 31-90 Days G-3 4250.03 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10478.85 Day 50 No 299.74 <7 Days IG-1 9481.85 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4679.11 Day 50 Yes 186.41 7-30 Days IG-2 4661.55 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25777.95 Day 50 No 581.56 31-90 Days S-1 25422.24 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34441.23 Day 50 No 1676.99 31-90 Days S-2 36063.17 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27455.19 Day 50 Yes 487.12 31-90 Days S-3 29480.29 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15104.19 Day 50 Yes 209.63 <7 Days S-4 16127.23 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12031.70 Day 50 Yes 457.14 7-30 Days S-5 13146.59 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32733.03 Day 50 Yes 283.28 7-30 Days S-6 35192.79 No T+0 Yes Yes Liberty Wealth Management LLC Treasury