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 27517.63 Day 17 Yes 748.09 31-90 Days L-9 26558.80 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1268.11 Day 17 Yes 19.14 <7 Days LC-1 1313.00 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34928.08 Day 17 Yes 657.58 31-90 Days LC-2 33911.80 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10152.44 Day 17 No 255.20 7-30 Days N-1 9508.93 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34524.99 Day 17 No 1531.56 <7 Days N-2 34164.09 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39207.46 Day 17 No 809.19 <7 Days N-3 39759.55 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11328.97 Day 17 No 124.10 <7 Days N-4 10398.93 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6949.13 Day 17 Yes 70.70 <7 Days N-5 6807.75 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12059.90 Day 17 Yes 584.22 31-90 Days N-6 12086.83 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26991.12 Day 17 Yes 672.66 7-30 Days N-7 27815.72 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7384.84 Day 17 No 237.29 <7 Days P-1 8006.94 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23588.76 Day 17 No 284.22 7-30 Days P-2 24942.26 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9951.81 Day 17 Yes 304.29 7-30 Days S-8 9187.29 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5946.84 Day 17 Yes 193.55 7-30 Days Y-1 6392.55 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29921.35 Day 17 Yes 448.52 <7 Days Y-2 29676.15 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3367.22 Day 17 Yes 9.46 <7 Days Y-3 3272.96 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18515.81 Day 17 Yes 262.77 7-30 Days Y-4 17644.38 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28580.28 Day 17 No 857.79 7-30 Days Z-1 30091.40 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11646.51 Day 17 Yes 161.96 <7 Days A-2 12363.84 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7252.69 Day 17 No 207.24 31-90 Days A-3 7751.69 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23992.43 Day 17 No 265.92 31-90 Days A-4 23294.89 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33954.92 Day 17 Yes 1219.75 31-90 Days A-5 35800.02 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31084.30 Day 17 No 1486.68 31-90 Days CB-1 32572.56 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26783.72 Day 17 Yes 134.42 <7 Days CB-2 28235.68 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34009.51 Day 17 Yes 1263.33 <7 Days CB-3 36100.15 No T+0 Yes No Securities Finance