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 16702.44 Day 18 No 795.07 31-90 Days P-2 15644.77 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42638.28 Day 18 Yes 1925.49 <7 Days S-8 46487.35 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5868.72 Day 18 No 274.98 31-90 Days Y-1 6455.31 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20474.07 Day 18 Yes 442.01 31-90 Days Y-2 21182.19 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3574.31 Day 18 No 176.10 <7 Days Y-3 3525.80 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15266.81 Day 18 No 628.58 31-90 Days Y-4 14296.95 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25148.58 Day 18 Yes 1245.30 7-30 Days Z-1 24374.41 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6932.80 Day 18 No 344.75 31-90 Days A-2 6377.13 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21754.42 Day 18 Yes 641.74 31-90 Days A-3 23922.21 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24067.86 Day 18 Yes 1031.43 31-90 Days A-4 26413.97 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27503.95 Day 18 Yes 965.93 31-90 Days A-5 25991.66 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10662.05 Day 18 Yes 102.38 31-90 Days CB-1 11010.51 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24272.38 Day 18 No 889.23 <7 Days CB-2 24228.13 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28992.17 Day 18 No 1117.55 7-30 Days CB-3 28040.32 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30427.65 Day 18 No 781.97 <7 Days E-1 28466.51 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12425.79 Day 18 No 297.31 31-90 Days E-2 12848.21 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22930.28 Day 18 No 715.06 31-90 Days G-1 23679.56 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13255.52 Day 18 No 477.19 <7 Days G-2 14254.89 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36875.31 Day 18 Yes 1032.75 7-30 Days G-3 37107.55 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39927.61 Day 18 Yes 1694.65 <7 Days IG-1 37281.43 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29223.42 Day 18 Yes 35.91 31-90 Days IG-2 31273.23 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39309.38 Day 18 No 850.17 7-30 Days S-1 43124.45 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6252.85 Day 18 Yes 67.58 31-90 Days S-2 6527.15 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41784.46 Day 18 Yes 2075.84 7-30 Days S-3 39051.09 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43333.21 Day 18 No 958.47 <7 Days S-4 41231.30 Yes T+0 No No Securities Finance