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 6710.06 121 - 150 Days No 328.55 7-30 Days G-2-Q 7142.72 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39084.21 121 - 150 Days Yes 1731.35 7-30 Days G-3-Q 41907.21 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3347.74 121 - 150 Days Yes 141.83 7-30 Days S-5-Q 3605.86 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35436.36 121 - 150 Days No 666.75 7-30 Days S-6-Q 36907.37 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13828.17 121 - 150 Days No 418.56 <7 Days S-7-Q 13459.82 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38949.99 121 - 150 Days Yes 546.23 31-90 Days E-1-Q 39594.45 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35527.47 121 - 150 Days No 1164.26 <7 Days E-2-Q 32309.01 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22429.26 121 - 150 Days No 50.36 31-90 Days IG-1-Q 22048.82 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12344.36 121 - 150 Days Yes 488.00 31-90 Days IG-2-Q 12509.79 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41243.09 121 - 150 Days Yes 887.14 <7 Days C-1 43386.95 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3178.34 121 - 150 Days No 60.91 7-30 Days CB-4 3353.08 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 733.03 121 - 150 Days No 22.21 7-30 Days E-10 693.76 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25517.41 121 - 150 Days Yes 1194.93 31-90 Days E-3 25203.55 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5938.43 121 - 150 Days Yes 184.58 31-90 Days E-4 6501.22 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39908.60 121 - 150 Days No 530.86 7-30 Days E-5 43590.76 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38323.88 121 - 150 Days No 1817.83 7-30 Days E-6 41711.87 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15598.20 121 - 150 Days No 222.05 31-90 Days E-7 14287.12 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42939.61 121 - 150 Days No 1056.53 31-90 Days E-8 38858.09 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14390.76 121 - 150 Days No 682.53 7-30 Days E-9 14592.80 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2848.32 121 - 150 Days No 59.31 31-90 Days G-4 2749.60 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35905.96 121 - 150 Days No 1477.88 31-90 Days IG-3 35312.09 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23796.26 121 - 150 Days No 758.26 31-90 Days IG-4 23001.71 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14024.26 121 - 150 Days No 279.71 31-90 Days IG-5 14412.49 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19142.55 121 - 150 Days Yes 715.64 31-90 Days IG-6 20190.48 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23732.82 121 - 150 Days No 51.69 7-30 Days IG-7 24944.34 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury