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 20887.35 121 - 150 Days Yes 407.22 <7 Days Y-2 19726.81 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27790.67 121 - 150 Days Yes 554.39 7-30 Days Y-3 29597.11 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28978.32 121 - 150 Days No 1239.88 <7 Days Y-4 27492.95 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27109.66 121 - 150 Days Yes 1202.97 31-90 Days Z-1 29357.76 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39894.20 121 - 150 Days No 1127.55 31-90 Days A-2 41167.14 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43495.44 121 - 150 Days Yes 1971.08 <7 Days A-3 47394.67 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2377.64 121 - 150 Days No 75.19 7-30 Days A-4 2262.95 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26411.80 121 - 150 Days Yes 1051.60 <7 Days A-5 26138.77 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36975.37 121 - 150 Days No 1273.88 31-90 Days CB-1 35120.98 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17423.85 121 - 150 Days No 464.51 7-30 Days CB-2 16642.24 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18697.50 121 - 150 Days No 215.26 7-30 Days CB-3 18924.71 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37111.32 121 - 150 Days Yes 280.56 <7 Days E-1 33743.90 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33404.50 121 - 150 Days Yes 1061.28 31-90 Days E-2 36228.08 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29380.08 121 - 150 Days Yes 1027.35 <7 Days G-1 27351.20 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11035.24 121 - 150 Days Yes 188.10 31-90 Days G-2 9978.79 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21326.18 121 - 150 Days Yes 1032.98 31-90 Days G-3 22447.41 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34669.24 121 - 150 Days No 372.64 7-30 Days IG-1 31853.19 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22056.49 121 - 150 Days Yes 596.48 <7 Days IG-2 23684.03 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40405.60 121 - 150 Days Yes 1704.88 31-90 Days S-1 39996.10 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30112.94 121 - 150 Days Yes 82.50 31-90 Days S-2 32528.68 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3367.02 121 - 150 Days No 93.84 7-30 Days S-3 3265.09 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37327.05 121 - 150 Days No 341.73 <7 Days S-4 37621.68 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 525.83 121 - 150 Days Yes 18.70 31-90 Days S-5 544.45 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38770.39 121 - 150 Days Yes 369.78 7-30 Days S-6 41747.38 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43657.23 121 - 150 Days Yes 2128.59 7-30 Days S-7 40995.78 No T+0 Yes Yes Liberty Wealth Management LLC Trading