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 38992.15 Day 5 Yes 483.75 <7 Days S-7-Q 35806.14 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18380.25 Day 5 Yes 237.99 31-90 Days E-1-Q 19959.21 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10790.03 Day 5 Yes 49.23 31-90 Days E-2-Q 10290.31 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42302.46 Day 5 No 743.93 31-90 Days IG-1-Q 44459.50 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19632.28 Day 5 No 898.00 31-90 Days IG-2-Q 18211.83 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5974.64 Day 5 No 86.17 7-30 Days C-1 5629.88 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16047.34 Day 5 No 291.59 7-30 Days CB-4 16295.37 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27322.62 Day 5 No 1304.86 <7 Days E-10 28494.42 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13958.11 Day 5 Yes 369.14 31-90 Days E-3 13744.60 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38392.92 Day 5 No 1501.60 <7 Days E-4 41529.88 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40189.55 Day 5 Yes 2000.68 31-90 Days E-5 36724.76 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2451.99 Day 5 No 111.88 31-90 Days E-6 2590.63 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34658.10 Day 5 No 1344.33 <7 Days E-7 36598.06 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14853.57 Day 5 Yes 253.13 <7 Days E-8 13937.02 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37666.16 Day 5 No 1357.82 31-90 Days E-9 34145.57 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5177.52 Day 5 No 121.42 31-90 Days G-4 5091.22 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12603.49 Day 5 No 408.04 31-90 Days IG-3 12908.63 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40463.67 Day 5 Yes 570.49 7-30 Days IG-4 43980.44 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12435.26 Day 5 Yes 583.25 <7 Days IG-5 13260.38 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37864.14 Day 5 No 1345.67 <7 Days IG-6 38864.66 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22419.49 Day 5 No 182.31 <7 Days IG-7 22658.16 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33109.88 Day 5 Yes 32.26 31-90 Days IG-8 34649.11 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28112.48 Day 5 Yes 767.85 7-30 Days L-1 27529.41 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1672.85 Day 5 No 5.76 31-90 Days L-10 1798.65 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33629.76 Day 5 Yes 244.44 <7 Days L-11 30702.52 No T+0 No No Securities Finance