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 26937.88 Day 34 Yes 210.85 <7 Days S-6 26288.03 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36175.72 Day 34 Yes 1242.95 <7 Days S-7 36557.14 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17232.65 Day 35 No 89.02 <7 Days A-0-Q 17760.91 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24667.57 Day 35 No 262.70 31-90 Days A-1-Q 23095.91 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15933.44 Day 35 Yes 531.86 31-90 Days A-2-Q 15928.43 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8747.33 Day 35 No 422.31 <7 Days A-3-Q 9060.20 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13047.43 Day 35 No 644.80 <7 Days A-4-Q 13541.58 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19001.06 Day 35 No 844.61 31-90 Days A-5-Q 19102.90 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18688.49 Day 35 No 447.37 7-30 Days CB-1-Q 20208.44 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7790.75 Day 35 No 14.41 31-90 Days CB-2-Q 8238.61 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26758.85 Day 35 Yes 939.39 7-30 Days S-1-Q 26012.68 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2613.71 Day 35 No 47.60 31-90 Days S-2-Q 2821.74 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35812.31 Day 35 No 1789.85 31-90 Days S-3-Q 36240.26 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30503.01 Day 35 No 139.05 7-30 Days S-4-Q 32291.85 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31762.47 Day 35 No 1297.74 <7 Days CB-3-Q 33182.39 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33602.59 Day 35 No 943.26 <7 Days G-1-Q 36025.21 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11680.66 Day 35 No 577.62 31-90 Days G-2-Q 11126.35 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33451.70 Day 35 Yes 917.81 <7 Days G-3-Q 34460.99 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42303.44 Day 35 No 1137.56 7-30 Days S-5-Q 40216.66 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16342.14 Day 35 No 58.27 31-90 Days S-6-Q 17371.69 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20066.92 Day 35 No 285.03 31-90 Days S-7-Q 21646.42 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1356.16 Day 35 No 21.18 7-30 Days E-1-Q 1438.63 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26903.83 Day 35 No 288.42 31-90 Days E-2-Q 24992.42 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6549.80 Day 35 No 94.60 7-30 Days IG-1-Q 7154.03 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1292.81 Day 35 Yes 18.43 7-30 Days IG-2-Q 1245.69 Yes T+0 No Yes Liberty Capital Markets Inc. Trading