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 27871.35 Day 21 No 676.77 31-90 Days E-1-Q 27180.99 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18912.83 Day 21 No 690.53 31-90 Days E-2-Q 19948.15 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 984.61 Day 21 Yes 36.58 <7 Days IG-1-Q 886.58 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10405.90 Day 21 No 159.55 7-30 Days IG-2-Q 10540.87 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 436.63 Day 21 No 7.82 31-90 Days C-1 405.40 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35007.46 Day 21 Yes 1637.36 7-30 Days CB-4 36057.75 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17007.24 Day 21 Yes 405.64 7-30 Days E-10 15520.80 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40771.40 Day 21 No 10.77 7-30 Days E-3 39991.41 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10101.53 Day 21 Yes 439.18 31-90 Days E-4 9592.52 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7007.36 Day 21 Yes 56.77 <7 Days E-5 7412.99 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2536.21 Day 21 Yes 87.41 <7 Days E-6 2561.79 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33201.33 Day 21 No 904.82 <7 Days E-7 33570.98 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22008.17 Day 21 Yes 430.51 <7 Days E-8 23198.43 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14741.68 Day 21 Yes 251.13 31-90 Days E-9 14969.01 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6233.24 Day 21 No 156.69 7-30 Days G-4 6242.63 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9877.30 Day 21 Yes 129.94 31-90 Days IG-3 9412.70 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9708.32 Day 21 No 345.49 <7 Days IG-4 9727.85 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26652.21 Day 21 No 112.03 <7 Days IG-5 24862.73 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24641.59 Day 21 Yes 271.98 7-30 Days IG-6 24346.35 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38181.93 Day 21 Yes 904.27 7-30 Days IG-7 35049.02 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36316.89 Day 21 Yes 1481.40 31-90 Days IG-8 39564.58 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26283.45 Day 21 No 826.78 31-90 Days L-1 25577.23 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32947.56 Day 21 No 1108.61 <7 Days L-10 35604.04 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2351.43 Day 21 No 54.33 <7 Days L-11 2247.25 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17029.75 Day 21 Yes 44.23 <7 Days L-2 18030.41 No T+1 Yes No Securities Finance