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 42905.42 Day 23 Yes 1239.57 31-90 Days Y-4 39345.51 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10272.98 Day 23 Yes 322.49 <7 Days Z-1 10116.44 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23729.74 Day 23 Yes 292.50 31-90 Days A-2 25870.29 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12496.86 Day 23 No 530.26 31-90 Days A-3 12165.85 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22510.34 Day 23 Yes 949.48 7-30 Days A-4 21415.05 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10120.24 Day 23 No 197.31 <7 Days A-5 10454.13 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9020.48 Day 23 No 405.26 <7 Days CB-1 9855.66 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3236.45 Day 23 No 152.74 7-30 Days CB-2 3341.79 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24265.35 Day 23 No 45.08 7-30 Days CB-3 23157.00 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 637.63 Day 23 No 20.21 7-30 Days E-1 617.19 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15135.71 Day 23 No 216.96 31-90 Days E-2 16215.43 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26870.06 Day 23 Yes 855.70 <7 Days G-1 26884.72 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18039.50 Day 23 No 844.72 7-30 Days G-2 16246.61 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17089.17 Day 23 No 73.56 31-90 Days G-3 18541.04 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42395.24 Day 23 No 1211.41 31-90 Days IG-1 44193.68 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42425.21 Day 23 No 778.73 31-90 Days IG-2 44829.86 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17958.08 Day 23 No 421.20 7-30 Days S-1 18644.49 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39235.23 Day 23 No 1079.97 <7 Days S-2 41857.51 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32464.92 Day 23 Yes 782.42 <7 Days S-3 35509.75 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25527.25 Day 23 No 570.11 <7 Days S-4 24916.42 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14240.46 Day 23 Yes 338.38 7-30 Days S-5 13650.80 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43787.83 Day 23 Yes 89.44 31-90 Days S-6 44922.32 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6795.87 Day 23 No 79.21 <7 Days S-7 6701.16 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39327.80 Day 24 Yes 386.87 7-30 Days A-0-Q 39524.20 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14788.21 Day 24 No 229.01 31-90 Days A-1-Q 13649.42 No T+1 Yes No Securities Finance