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 32829.05 Day 50 No 948.27 <7 Days IG-7 35870.09 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19907.59 Day 50 Yes 794.56 <7 Days IG-8 19529.19 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26903.42 Day 50 No 1237.66 <7 Days L-1 25789.27 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5345.85 Day 50 No 2.25 31-90 Days L-10 5132.35 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2793.19 Day 50 Yes 119.66 <7 Days L-11 2843.17 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35623.47 Day 50 Yes 681.62 <7 Days L-2 36279.99 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26716.93 Day 50 Yes 199.73 <7 Days L-3 26578.77 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8011.32 Day 50 No 50.02 31-90 Days L-4 7379.37 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2322.29 Day 50 Yes 32.73 <7 Days L-5 2153.48 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31896.77 Day 50 Yes 1402.36 7-30 Days L-6 32583.24 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 593.89 Day 50 Yes 10.99 31-90 Days L-7 650.92 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17943.77 Day 50 Yes 861.98 7-30 Days L-8 16415.53 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 379.17 Day 50 Yes 3.03 7-30 Days L-9 382.16 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14761.47 Day 50 No 581.23 <7 Days LC-1 16184.91 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37471.08 Day 50 Yes 1727.65 7-30 Days LC-2 37081.55 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6402.05 Day 50 No 108.26 <7 Days N-1 6081.99 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2639.10 Day 50 No 130.03 7-30 Days N-2 2402.91 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27012.54 Day 50 Yes 312.14 31-90 Days N-3 26488.42 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36234.60 Day 50 No 1724.46 31-90 Days N-4 33639.90 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12876.92 Day 50 Yes 390.07 31-90 Days N-5 13124.43 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5319.70 Day 50 No 151.70 31-90 Days N-6 5764.66 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5211.54 Day 50 Yes 160.68 7-30 Days N-7 5501.92 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14110.10 Day 50 No 599.98 <7 Days P-1 14537.29 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22475.36 Day 50 Yes 387.89 7-30 Days P-2 22386.64 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20933.47 Day 50 Yes 40.64 <7 Days S-8 19949.82 No T+1 Yes No Funding