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 17529.98 Day 55 Yes 690.71 31-90 Days A-2 17077.81 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6242.12 Day 55 No 10.39 <7 Days A-3 5709.16 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19994.74 Day 55 No 470.42 <7 Days A-4 20479.17 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40370.25 Day 55 Yes 1693.83 <7 Days A-5 42775.37 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 525.79 Day 55 No 21.43 <7 Days CB-1 576.93 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4863.39 Day 55 Yes 160.47 7-30 Days CB-2 5093.58 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9819.63 Day 55 No 265.56 31-90 Days CB-3 10774.33 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8265.83 Day 55 Yes 133.85 31-90 Days E-1 8064.69 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8359.67 Day 55 No 9.72 31-90 Days E-2 8777.36 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8928.06 Day 55 Yes 74.91 7-30 Days G-1 9121.02 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11118.92 Day 55 Yes 425.54 7-30 Days G-2 11452.12 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2658.95 Day 55 No 27.37 <7 Days G-3 2718.76 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29323.10 Day 55 Yes 431.82 7-30 Days IG-1 29165.09 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23999.67 Day 55 Yes 905.38 <7 Days IG-2 24847.96 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42295.05 Day 55 Yes 685.68 <7 Days S-1 44891.18 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13347.06 Day 55 Yes 647.53 7-30 Days S-2 12734.37 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13978.77 Day 55 Yes 688.33 31-90 Days S-3 12608.77 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12213.23 Day 55 Yes 123.15 <7 Days S-4 13206.47 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 847.07 Day 55 Yes 1.81 <7 Days S-5 834.80 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14547.39 Day 55 No 369.81 31-90 Days S-6 13143.90 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2315.95 Day 55 Yes 55.38 7-30 Days S-7 2115.39 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19974.19 Day 56 No 974.77 31-90 Days A-0-Q 21789.73 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20941.16 Day 56 No 905.50 <7 Days A-1-Q 22288.67 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42281.07 Day 56 No 1506.97 31-90 Days A-2-Q 43170.78 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4094.44 Day 56 Yes 199.19 7-30 Days A-3-Q 4277.03 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury