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 15005.12 Day 2 Yes 297.10 31-90 Days S-4 14665.62 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37543.56 Day 2 Yes 1167.46 31-90 Days S-5 33879.26 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30858.40 Day 2 No 889.12 7-30 Days S-6 31780.03 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40989.59 Day 2 Yes 703.84 <7 Days S-7 40095.03 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33712.59 Day 3 Yes 430.38 7-30 Days A-0-Q 34566.98 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31944.16 Day 3 No 540.92 7-30 Days A-1-Q 31431.34 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10568.99 Day 3 Yes 262.06 <7 Days A-2-Q 9855.67 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40059.31 Day 3 No 225.40 <7 Days A-3-Q 41235.91 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2030.44 Day 3 No 18.75 <7 Days A-4-Q 1898.97 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19448.30 Day 3 Yes 935.09 <7 Days A-5-Q 18249.58 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7927.08 Day 3 No 75.22 31-90 Days CB-1-Q 8190.94 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32198.74 Day 3 Yes 71.39 7-30 Days CB-2-Q 30164.32 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26326.12 Day 3 No 687.87 <7 Days S-1-Q 25273.37 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32130.76 Day 3 No 1359.25 7-30 Days S-2-Q 32164.11 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9366.90 Day 3 Yes 210.54 <7 Days S-3-Q 9300.49 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2505.68 Day 3 Yes 65.19 31-90 Days S-4-Q 2372.16 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16094.77 Day 3 No 438.55 31-90 Days CB-3-Q 14699.21 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22332.02 Day 3 Yes 923.32 31-90 Days G-1-Q 24438.75 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 493.38 Day 3 No 9.37 <7 Days G-2-Q 507.45 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18256.44 Day 3 No 795.88 31-90 Days G-3-Q 19112.11 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29020.04 Day 3 Yes 756.61 <7 Days S-5-Q 27495.82 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24962.01 Day 3 No 715.97 <7 Days S-6-Q 25070.65 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11867.67 Day 3 No 95.56 7-30 Days S-7-Q 11346.91 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18603.93 Day 3 Yes 178.18 <7 Days E-1-Q 17625.33 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20695.75 Day 3 Yes 873.95 <7 Days E-2-Q 21368.36 Yes T+2 No No Treasury