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 6448.77 Day 16 Yes 303.07 7-30 Days IG-8 6632.69 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6467.12 Day 16 No 206.64 <7 Days L-1 6722.07 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38807.10 Day 16 Yes 298.09 7-30 Days L-10 37370.33 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25650.02 Day 16 No 614.30 7-30 Days L-11 23179.56 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18370.51 Day 16 Yes 636.10 <7 Days L-2 17999.34 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9394.95 Day 16 No 101.50 <7 Days L-3 8786.10 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3072.26 Day 16 Yes 114.67 31-90 Days L-4 3171.39 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22873.43 Day 16 No 868.26 7-30 Days L-5 21074.69 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17067.37 Day 16 No 238.23 7-30 Days L-6 18530.09 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29019.74 Day 16 No 599.50 7-30 Days L-7 30754.13 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14527.30 Day 16 Yes 243.43 7-30 Days L-8 14286.08 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2125.90 Day 16 No 84.34 31-90 Days L-9 1974.52 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30881.56 Day 16 Yes 167.03 <7 Days LC-1 28798.77 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14429.78 Day 16 Yes 656.63 31-90 Days LC-2 15422.16 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39026.44 Day 16 Yes 789.27 7-30 Days N-1 42316.17 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7129.96 Day 16 No 243.26 31-90 Days N-2 6990.71 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8834.93 Day 16 No 201.68 7-30 Days N-3 9249.57 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5548.95 Day 16 No 189.30 <7 Days N-4 5588.79 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34806.82 Day 16 No 1511.22 7-30 Days N-5 35064.19 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32328.58 Day 16 No 1395.11 <7 Days N-6 33802.89 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6519.74 Day 16 No 5.40 7-30 Days N-7 6859.50 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2343.91 Day 16 No 114.04 31-90 Days P-1 2462.90 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29717.78 Day 16 No 732.56 7-30 Days P-2 28767.20 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11807.07 Day 16 No 29.09 31-90 Days S-8 12255.46 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20876.97 Day 16 No 818.77 7-30 Days Y-1 21001.66 No T+0 No No Treasury