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 13859.30 83 - 90 Days Yes 629.03 <7 Days Z-1 14612.96 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29367.99 83 - 90 Days No 1106.36 <7 Days A-2 27849.99 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6299.80 83 - 90 Days Yes 136.54 <7 Days A-3 5714.15 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31233.33 83 - 90 Days Yes 730.98 <7 Days A-4 29528.06 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22785.18 83 - 90 Days Yes 357.21 7-30 Days A-5 22493.54 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18633.20 83 - 90 Days No 290.86 <7 Days CB-1 17995.10 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20091.28 83 - 90 Days Yes 868.04 <7 Days CB-2 21189.88 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20383.41 83 - 90 Days Yes 547.07 31-90 Days CB-3 21782.15 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27913.64 83 - 90 Days No 1079.59 7-30 Days E-1 29394.47 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8363.10 83 - 90 Days No 187.42 31-90 Days E-2 8633.65 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19264.07 83 - 90 Days No 341.94 7-30 Days G-1 18885.73 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40975.94 83 - 90 Days Yes 937.06 <7 Days G-2 36950.29 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22796.36 83 - 90 Days No 926.13 31-90 Days G-3 21417.07 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25288.70 83 - 90 Days No 1053.64 31-90 Days IG-1 27470.36 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30035.03 83 - 90 Days No 1096.63 7-30 Days IG-2 32546.86 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42466.24 83 - 90 Days No 780.30 <7 Days S-1 39489.20 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28685.37 83 - 90 Days No 175.13 7-30 Days S-2 27922.95 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 544.41 83 - 90 Days Yes 11.76 7-30 Days S-3 575.92 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9977.19 83 - 90 Days Yes 19.61 7-30 Days S-4 10497.64 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27192.36 83 - 90 Days No 1017.32 31-90 Days S-5 25262.84 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24675.43 83 - 90 Days No 1169.23 31-90 Days S-6 26215.43 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23885.25 83 - 90 Days No 1168.08 31-90 Days S-7 22489.68 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31670.87 91 - 120 Days Yes 352.48 <7 Days A-0-Q 29291.43 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6219.08 91 - 120 Days No 172.94 31-90 Days A-1-Q 5600.77 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2206.33 91 - 120 Days No 95.30 7-30 Days A-2-Q 2158.50 No T+2 Yes Yes Liberty Wealth Management LLC Trading