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 12462.78 Day 10 No 492.54 7-30 Days CB-2 13464.10 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 424.35 Day 10 No 9.52 7-30 Days CB-3 404.18 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17793.67 Day 10 Yes 158.92 <7 Days E-1 17517.87 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18363.64 Day 10 No 27.41 31-90 Days E-2 18960.61 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14193.71 Day 10 No 320.79 31-90 Days G-1 15024.23 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11299.59 Day 10 Yes 467.31 7-30 Days G-2 11497.18 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42561.17 Day 10 Yes 469.13 <7 Days G-3 38917.60 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4009.08 Day 10 Yes 29.43 <7 Days IG-1 3908.55 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7134.14 Day 10 Yes 204.79 31-90 Days IG-2 6443.23 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13651.62 Day 10 No 149.57 7-30 Days S-1 13883.61 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42827.93 Day 10 No 1639.83 <7 Days S-2 40484.59 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43976.09 Day 10 Yes 1175.96 <7 Days S-3 40911.21 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22700.89 Day 10 No 727.21 7-30 Days S-4 22632.40 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5830.72 Day 10 Yes 254.81 <7 Days S-5 6371.36 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4050.04 Day 10 No 19.30 <7 Days S-6 4228.14 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8920.63 Day 10 No 234.70 7-30 Days S-7 8080.82 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19520.35 Day 11 No 315.96 <7 Days A-0-Q 18683.01 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16959.06 Day 11 No 720.11 <7 Days A-1-Q 15661.74 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14689.63 Day 11 Yes 331.82 <7 Days A-2-Q 15705.83 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37043.38 Day 11 Yes 1147.21 31-90 Days A-3-Q 37230.45 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8864.77 Day 11 No 31.12 <7 Days A-4-Q 9619.78 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23748.53 Day 11 Yes 630.62 <7 Days A-5-Q 21462.43 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25548.02 Day 11 No 122.37 <7 Days CB-1-Q 27612.08 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4625.28 Day 11 Yes 108.55 7-30 Days CB-2-Q 4315.16 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9021.85 Day 11 Yes 425.39 31-90 Days S-1-Q 9721.34 No T+1 No Yes Liberty International Finance Ltd. Securities Finance