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 29075.90 61 - 67 Days No 666.76 7-30 Days IG-3 30409.41 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10017.08 61 - 67 Days Yes 204.52 <7 Days IG-4 9393.79 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41831.63 61 - 67 Days Yes 1608.34 31-90 Days IG-5 39105.79 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3558.05 61 - 67 Days No 63.96 <7 Days IG-6 3737.91 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9054.21 61 - 67 Days No 141.89 <7 Days IG-7 9394.33 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31794.89 61 - 67 Days No 694.54 31-90 Days IG-8 28960.53 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14708.60 61 - 67 Days Yes 191.82 31-90 Days L-1 13851.92 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16175.97 61 - 67 Days No 594.50 7-30 Days L-10 17444.60 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16845.28 61 - 67 Days Yes 523.21 <7 Days L-11 16375.42 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35391.05 61 - 67 Days Yes 196.30 <7 Days L-2 32424.53 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32425.11 61 - 67 Days Yes 839.09 7-30 Days L-3 35293.22 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34876.69 61 - 67 Days No 1090.37 <7 Days L-4 34087.89 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12542.89 61 - 67 Days Yes 589.15 <7 Days L-5 13529.09 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10042.95 61 - 67 Days No 359.51 <7 Days L-6 9511.60 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42293.20 61 - 67 Days No 794.70 7-30 Days L-7 45677.53 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9804.33 61 - 67 Days Yes 410.63 <7 Days L-8 9631.63 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24831.52 61 - 67 Days Yes 926.76 <7 Days L-9 25277.29 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22396.75 61 - 67 Days No 610.30 7-30 Days LC-1 20393.41 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 591.94 61 - 67 Days Yes 6.00 31-90 Days LC-2 604.60 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 597.65 61 - 67 Days No 8.40 <7 Days N-1 572.86 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36321.57 61 - 67 Days Yes 1036.32 <7 Days N-2 37969.47 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3858.98 61 - 67 Days No 108.95 7-30 Days N-3 3515.72 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23161.17 61 - 67 Days No 662.09 <7 Days N-4 21577.82 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17409.70 61 - 67 Days Yes 704.16 31-90 Days N-5 16211.96 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31276.49 61 - 67 Days Yes 69.84 <7 Days N-6 33587.67 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance