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 14664.85 Day 54 No 445.36 7-30 Days N-5 15768.77 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37261.39 Day 54 No 1207.33 7-30 Days N-6 39608.30 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42303.97 Day 54 No 1878.70 <7 Days N-7 39164.23 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35479.56 Day 54 Yes 1509.28 <7 Days P-1 32178.15 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2844.94 Day 54 Yes 29.58 7-30 Days P-2 2935.74 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43271.85 Day 54 Yes 584.95 7-30 Days S-8 44561.97 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34718.53 Day 54 Yes 848.77 <7 Days Y-1 37975.71 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19776.42 Day 54 Yes 723.07 7-30 Days Y-2 20382.94 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35450.11 Day 54 Yes 256.21 7-30 Days Y-3 33577.48 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34246.39 Day 54 Yes 1222.47 7-30 Days Y-4 36241.25 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28222.24 Day 54 Yes 1407.92 31-90 Days Z-1 27520.35 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25747.76 Day 54 Yes 1224.27 7-30 Days A-2 26402.58 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18204.85 Day 54 No 273.30 7-30 Days A-3 19332.35 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41927.09 Day 54 No 678.79 <7 Days A-4 38705.43 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30347.06 Day 54 Yes 1468.67 7-30 Days A-5 31037.46 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7826.29 Day 54 Yes 287.38 <7 Days CB-1 8313.21 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30538.80 Day 54 Yes 289.64 31-90 Days CB-2 28484.17 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30078.91 Day 54 Yes 626.38 7-30 Days CB-3 31790.54 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20938.27 Day 54 Yes 580.13 <7 Days E-1 20005.10 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15210.58 Day 54 No 204.66 <7 Days E-2 14566.06 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39180.75 Day 54 No 1523.06 <7 Days G-1 36787.74 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4211.42 Day 54 No 199.84 <7 Days G-2 4209.78 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25895.61 Day 54 No 279.33 31-90 Days G-3 24490.52 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31106.46 Day 54 Yes 496.10 <7 Days IG-1 33800.90 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38267.05 Day 54 Yes 186.88 7-30 Days IG-2 36065.90 No T+0 No No Funding