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 20037.40 Day 28 No 569.34 <7 Days L-5 18408.99 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43433.55 Day 28 Yes 189.10 7-30 Days L-6 46331.19 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4035.25 Day 28 Yes 148.25 7-30 Days L-7 4227.61 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19711.92 Day 28 No 333.71 31-90 Days L-8 20267.64 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 564.97 Day 28 No 14.49 7-30 Days L-9 557.67 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24958.10 Day 28 Yes 1175.98 7-30 Days LC-1 23836.68 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39207.52 Day 28 Yes 1504.43 31-90 Days LC-2 37850.92 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4809.36 Day 28 No 14.49 7-30 Days N-1 4853.38 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1246.45 Day 28 Yes 39.30 31-90 Days N-2 1164.13 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14569.80 Day 28 Yes 594.75 7-30 Days N-3 14438.99 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33641.13 Day 28 No 549.88 31-90 Days N-4 31290.74 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5090.55 Day 28 No 76.74 7-30 Days N-5 4785.68 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3972.35 Day 28 No 152.17 31-90 Days N-6 4190.47 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39949.69 Day 28 Yes 583.22 <7 Days N-7 41087.92 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23272.02 Day 28 No 185.26 <7 Days P-1 24770.03 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8082.33 Day 28 No 256.36 31-90 Days P-2 8378.78 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34475.90 Day 28 Yes 515.72 31-90 Days S-8 37575.64 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9580.07 Day 28 Yes 330.45 <7 Days Y-1 8785.02 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27376.73 Day 28 Yes 428.72 31-90 Days Y-2 25798.45 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24162.01 Day 28 Yes 821.16 31-90 Days Y-3 24304.71 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38775.04 Day 28 No 1268.79 7-30 Days Y-4 41639.43 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43577.93 Day 28 Yes 899.11 7-30 Days Z-1 47078.28 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31819.68 Day 28 No 1386.35 31-90 Days A-2 29158.05 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16621.69 Day 28 Yes 496.52 7-30 Days A-3 15001.82 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10651.03 Day 28 Yes 412.16 <7 Days A-4 11313.19 No T+1 Yes No Treasury