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 724.92 Day 16 Yes 12.95 31-90 Days Y-2 655.01 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23011.39 Day 16 Yes 320.11 <7 Days Y-3 21838.27 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11343.24 Day 16 Yes 416.76 31-90 Days Y-4 11080.34 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12722.30 Day 16 Yes 237.74 31-90 Days Z-1 12903.33 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12955.27 Day 16 No 612.38 <7 Days A-2 12364.76 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15947.21 Day 16 No 283.16 <7 Days A-3 14737.14 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41895.67 Day 16 Yes 938.79 7-30 Days A-4 43911.93 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17736.27 Day 16 No 398.52 <7 Days A-5 18809.47 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6727.19 Day 16 Yes 297.06 7-30 Days CB-1 6719.23 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41584.48 Day 16 Yes 813.71 31-90 Days CB-2 43170.19 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30321.51 Day 16 No 812.21 <7 Days CB-3 32164.58 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18679.08 Day 16 No 836.30 31-90 Days E-1 19298.06 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11391.67 Day 16 Yes 487.66 7-30 Days E-2 10858.40 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31306.36 Day 16 Yes 786.95 <7 Days G-1 30384.59 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38616.45 Day 16 No 1459.54 31-90 Days G-2 37659.61 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20624.02 Day 16 No 103.73 31-90 Days G-3 19126.02 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11229.84 Day 16 No 520.50 <7 Days IG-1 11567.72 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20685.45 Day 16 Yes 902.54 7-30 Days IG-2 22173.31 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34534.29 Day 16 No 322.99 <7 Days S-1 35092.39 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10236.69 Day 16 No 96.66 <7 Days S-2 9920.24 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12151.27 Day 16 No 383.54 31-90 Days S-3 13230.62 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11389.95 Day 16 Yes 224.98 <7 Days S-4 11838.17 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13292.83 Day 16 Yes 75.02 <7 Days S-5 12693.25 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38290.10 Day 16 No 821.30 <7 Days S-6 34528.97 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22433.02 Day 16 Yes 403.11 31-90 Days S-7 22063.36 Yes T+2 Yes No Trading