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 42508.75 Day 36 Yes 143.16 7-30 Days IG-3 40409.25 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15837.92 Day 36 Yes 255.61 <7 Days IG-4 16595.13 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36403.83 Day 36 Yes 1576.19 31-90 Days IG-5 38809.11 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18543.05 Day 36 No 661.57 7-30 Days IG-6 18191.19 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11132.50 Day 36 Yes 403.35 7-30 Days IG-7 12159.98 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21836.62 Day 36 No 840.62 7-30 Days IG-8 22134.59 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3828.54 Day 36 No 109.92 <7 Days L-1 3665.14 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25615.46 Day 36 Yes 1195.03 <7 Days L-10 27023.07 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27752.80 Day 36 Yes 1011.36 <7 Days L-11 29384.21 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33872.97 Day 36 Yes 901.01 7-30 Days L-2 35252.04 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23908.28 Day 36 No 448.98 31-90 Days L-3 24458.13 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16967.35 Day 36 Yes 548.92 31-90 Days L-4 18015.16 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13998.80 Day 36 No 550.66 <7 Days L-5 12760.81 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18828.80 Day 36 Yes 757.80 31-90 Days L-6 17050.24 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 671.63 Day 36 Yes 24.79 31-90 Days L-7 711.09 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3967.69 Day 36 No 32.87 7-30 Days L-8 4341.35 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12109.46 Day 36 No 316.23 7-30 Days L-9 12970.95 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33618.61 Day 36 No 609.61 <7 Days LC-1 31591.13 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43903.83 Day 36 No 954.75 7-30 Days LC-2 40710.23 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10258.91 Day 36 Yes 490.71 31-90 Days N-1 9817.95 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16153.51 Day 36 Yes 463.41 7-30 Days N-2 15442.34 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34684.28 Day 36 Yes 151.86 <7 Days N-3 35921.07 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35522.24 Day 36 No 1381.31 7-30 Days N-4 34474.48 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20670.68 Day 36 No 254.96 31-90 Days N-5 22502.75 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24192.32 Day 36 Yes 459.62 <7 Days N-6 24319.96 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury