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 1206.81 Day 1 Yes 57.22 7-30 Days L-8 1199.32 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40985.69 Day 1 Yes 1.80 7-30 Days L-9 43704.60 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40813.13 Day 1 Yes 993.16 31-90 Days LC-1 40668.44 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18096.51 Day 1 Yes 287.24 <7 Days LC-2 19603.82 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16634.95 Day 1 Yes 434.04 31-90 Days N-1 15937.20 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11789.36 Day 1 Yes 334.62 31-90 Days N-2 12921.98 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30041.79 Day 1 No 1414.13 <7 Days N-3 27842.72 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32368.00 Day 1 Yes 127.39 7-30 Days N-4 31277.99 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26405.49 Day 1 Yes 604.37 <7 Days N-5 26766.16 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12928.30 Day 1 Yes 220.46 31-90 Days N-6 13484.46 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37581.36 Day 1 Yes 1863.46 <7 Days N-7 40140.65 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6908.27 Day 1 Yes 254.58 7-30 Days P-1 7568.62 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27463.57 Day 1 Yes 978.75 7-30 Days P-2 24756.86 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8198.22 Day 1 No 339.68 <7 Days S-8 7838.49 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34739.38 Day 1 No 443.89 7-30 Days Y-1 33611.04 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15021.57 Day 1 No 423.59 7-30 Days Y-2 15679.78 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38498.24 Day 1 Yes 378.12 31-90 Days Y-3 39351.04 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1294.01 Day 1 No 0.88 7-30 Days Y-4 1181.89 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40738.63 Day 1 No 1496.95 7-30 Days Z-1 42090.65 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30981.90 Day 1 Yes 1374.09 <7 Days A-2 28235.52 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41934.82 Day 1 No 659.53 31-90 Days A-3 39805.56 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40481.05 Day 1 No 1802.78 <7 Days A-4 39252.48 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18776.30 Day 1 No 640.50 7-30 Days A-5 19975.21 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26884.75 Day 1 No 781.25 31-90 Days CB-1 27044.56 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11099.15 Day 1 Yes 314.59 <7 Days CB-2 11439.27 Yes T+1 No Yes Liberty Capital Markets Inc. Trading