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 38014.98 Day 44 No 614.31 <7 Days L-6 37433.88 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3317.72 Day 44 No 22.44 7-30 Days L-7 3312.81 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33024.11 Day 44 Yes 362.41 31-90 Days L-8 35124.44 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43824.98 Day 44 Yes 1167.03 31-90 Days L-9 43126.15 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32135.04 Day 44 Yes 1048.60 <7 Days LC-1 29110.47 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14380.43 Day 44 No 343.77 31-90 Days LC-2 14904.15 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5012.23 Day 44 Yes 9.81 <7 Days N-1 4898.20 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8143.56 Day 44 Yes 325.20 <7 Days N-2 7771.27 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29176.10 Day 44 Yes 194.36 31-90 Days N-3 29842.37 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3616.16 Day 44 No 76.90 31-90 Days N-4 3744.36 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1016.88 Day 44 No 14.06 7-30 Days N-5 1009.46 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12236.20 Day 44 No 486.36 <7 Days N-6 12692.64 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5745.58 Day 44 Yes 262.12 7-30 Days N-7 6104.44 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13401.70 Day 44 Yes 669.96 31-90 Days P-1 12118.29 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25656.76 Day 44 No 1044.69 7-30 Days P-2 26962.81 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39796.05 Day 44 No 1878.07 7-30 Days S-8 36296.16 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13928.19 Day 44 No 60.41 31-90 Days Y-1 13015.09 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4852.09 Day 44 No 110.07 31-90 Days Y-2 5218.59 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5732.23 Day 44 No 271.87 <7 Days Y-3 5510.20 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38480.92 Day 44 Yes 1394.35 <7 Days Y-4 40663.83 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37748.55 Day 44 Yes 504.91 7-30 Days Z-1 40439.23 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42679.40 Day 44 Yes 634.73 <7 Days A-2 44132.57 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40009.23 Day 44 No 240.36 31-90 Days A-3 37751.41 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5728.62 Day 44 Yes 45.40 31-90 Days A-4 5437.08 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32004.19 Day 44 Yes 931.16 7-30 Days A-5 32093.47 No T+0 Yes No Securities Finance