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 7967.33 >5 Yr Yes 386.84 <7 Days G-1 7907.51 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34668.17 >5 Yr Yes 210.83 31-90 Days G-2 34905.27 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36344.63 >5 Yr Yes 762.97 <7 Days G-3 39502.27 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3495.55 >5 Yr Yes 17.88 7-30 Days IG-1 3717.24 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29977.59 >5 Yr Yes 737.74 7-30 Days IG-2 29776.15 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15614.21 >5 Yr Yes 246.90 <7 Days S-1 16981.17 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8151.08 >5 Yr Yes 99.45 7-30 Days S-2 7746.56 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4240.61 >5 Yr No 173.57 31-90 Days S-3 4402.56 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34482.41 >5 Yr Yes 476.71 7-30 Days S-4 35980.77 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6743.75 >5 Yr No 243.80 31-90 Days S-5 6373.13 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14076.63 >5 Yr No 170.29 7-30 Days S-6 13962.11 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29964.12 >5 Yr Yes 1008.31 31-90 Days S-7 29835.41 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23990.43 Perpetual Yes 415.04 31-90 Days A-0-Q 24514.08 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40707.00 Perpetual Yes 1903.15 7-30 Days A-1-Q 38267.67 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15974.96 Perpetual Yes 540.53 <7 Days A-2-Q 17364.29 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2407.64 Perpetual No 52.17 <7 Days A-3-Q 2570.99 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42659.16 Perpetual No 20.52 <7 Days A-4-Q 43312.36 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27805.72 Perpetual No 1350.90 <7 Days A-5-Q 29971.55 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33996.82 Perpetual Yes 954.07 7-30 Days CB-1-Q 30771.51 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11421.97 Perpetual Yes 258.52 7-30 Days CB-2-Q 12501.62 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28576.38 Perpetual Yes 1231.86 <7 Days S-1-Q 30962.22 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11230.39 Perpetual Yes 142.23 31-90 Days S-2-Q 11705.27 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37898.83 Perpetual Yes 87.81 7-30 Days S-3-Q 39548.11 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6556.04 Perpetual No 262.16 7-30 Days S-4-Q 7118.73 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28963.33 Perpetual No 6.59 7-30 Days CB-3-Q 31214.16 No T+0 No No Funding