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 12848.01 Day 21 No 491.56 7-30 Days L-3 12158.64 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41239.97 Day 21 Yes 75.56 7-30 Days L-4 43993.32 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23208.63 Day 21 No 236.63 7-30 Days L-5 22473.31 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30715.30 Day 21 No 1316.78 7-30 Days L-6 32316.89 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3519.73 Day 21 No 60.38 7-30 Days L-7 3232.14 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41344.37 Day 21 No 1384.61 <7 Days L-8 39448.81 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11748.26 Day 21 Yes 431.90 7-30 Days L-9 10696.93 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30180.02 Day 21 Yes 1362.78 <7 Days LC-1 30295.66 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14050.15 Day 21 No 395.24 7-30 Days LC-2 14346.88 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32917.65 Day 21 No 881.43 7-30 Days N-1 33363.06 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30225.74 Day 21 No 36.17 31-90 Days N-2 29795.89 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24231.95 Day 21 Yes 452.31 <7 Days N-3 25049.43 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20645.00 Day 21 Yes 581.00 7-30 Days N-4 20114.26 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28392.55 Day 21 No 1162.19 31-90 Days N-5 30335.25 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29868.45 Day 21 No 123.35 <7 Days N-6 27393.36 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42733.10 Day 21 Yes 844.07 31-90 Days N-7 45641.11 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14751.91 Day 21 Yes 410.62 <7 Days P-1 15576.72 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34254.98 Day 21 Yes 213.37 <7 Days P-2 36213.43 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2524.95 Day 21 Yes 99.32 <7 Days S-8 2607.86 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10948.47 Day 21 No 161.98 7-30 Days Y-1 10558.75 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18246.16 Day 21 No 135.15 31-90 Days Y-2 20052.10 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16396.90 Day 21 No 5.33 7-30 Days Y-3 17942.18 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26832.09 Day 21 Yes 303.96 <7 Days Y-4 25994.95 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6395.15 Day 21 Yes 276.96 7-30 Days Z-1 6729.43 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38553.79 Day 21 No 1281.44 <7 Days A-2 37818.73 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance