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 31724.10 Day 36 Yes 610.69 31-90 Days N-7 32168.63 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40936.55 Day 36 Yes 167.37 <7 Days P-1 39827.48 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11757.54 Day 36 Yes 137.33 31-90 Days P-2 11566.43 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4861.93 Day 36 No 60.64 31-90 Days S-8 4828.83 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19129.24 Day 36 Yes 233.13 <7 Days Y-1 20105.23 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30195.89 Day 36 No 472.09 7-30 Days Y-2 28269.16 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21461.68 Day 36 No 515.03 31-90 Days Y-3 20319.20 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6965.70 Day 36 Yes 190.47 <7 Days Y-4 6607.79 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41938.28 Day 36 Yes 423.28 31-90 Days Z-1 41395.47 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6402.86 Day 36 Yes 224.64 31-90 Days A-2 6025.24 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29087.43 Day 36 No 628.89 7-30 Days A-3 30992.60 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35017.11 Day 36 No 1506.91 31-90 Days A-4 34968.88 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39858.76 Day 36 Yes 1523.39 7-30 Days A-5 36218.28 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32089.74 Day 36 No 637.90 <7 Days CB-1 30952.59 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16984.52 Day 36 No 236.05 <7 Days CB-2 16581.31 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4299.97 Day 36 Yes 39.94 31-90 Days CB-3 4333.97 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17580.04 Day 36 Yes 755.25 <7 Days E-1 18073.46 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36889.72 Day 36 Yes 793.09 7-30 Days E-2 39251.48 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34625.52 Day 36 No 495.52 7-30 Days G-1 35840.43 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17260.30 Day 36 No 712.01 <7 Days G-2 17987.70 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35019.15 Day 36 No 204.93 31-90 Days G-3 35569.01 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40290.72 Day 36 No 978.92 <7 Days IG-1 37364.38 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21703.24 Day 36 Yes 148.94 7-30 Days IG-2 20152.32 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31679.66 Day 36 No 1363.88 7-30 Days S-1 29509.06 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11958.74 Day 36 Yes 183.00 7-30 Days S-2 10838.70 No T+0 No Yes Liberty Wealth Management LLC Funding