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 11478.73 Day 56 Yes 326.59 <7 Days E-6 11081.19 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25792.88 Day 56 Yes 145.24 7-30 Days E-7 24213.28 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42104.94 Day 56 Yes 2032.97 <7 Days E-8 42976.63 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30876.94 Day 56 Yes 936.06 31-90 Days E-9 31248.49 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15949.46 Day 56 No 605.43 7-30 Days G-4 15033.16 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24178.99 Day 56 Yes 92.72 31-90 Days IG-3 25872.54 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19262.54 Day 56 Yes 303.98 <7 Days IG-4 20359.09 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6389.95 Day 56 No 75.21 31-90 Days IG-5 6640.60 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39940.57 Day 56 Yes 72.37 <7 Days IG-6 41862.90 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22800.33 Day 56 No 33.65 31-90 Days IG-7 23723.81 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42303.47 Day 56 No 1847.65 31-90 Days IG-8 44712.28 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8852.24 Day 56 No 179.22 7-30 Days L-1 9404.45 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9866.62 Day 56 No 395.90 <7 Days L-10 8886.21 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14579.72 Day 56 No 695.83 <7 Days L-11 13634.21 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16306.37 Day 56 Yes 332.20 <7 Days L-2 17591.45 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16301.75 Day 56 Yes 491.63 31-90 Days L-3 16093.35 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23636.75 Day 56 Yes 991.63 31-90 Days L-4 22970.79 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28631.37 Day 56 No 267.26 <7 Days L-5 28723.50 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12292.07 Day 56 No 447.90 <7 Days L-6 13006.73 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34627.52 Day 56 No 496.59 7-30 Days L-7 34974.28 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36010.02 Day 56 No 1039.40 <7 Days L-8 38365.62 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17806.57 Day 56 No 350.23 <7 Days L-9 16883.77 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 278.05 Day 56 No 7.27 31-90 Days LC-1 259.09 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14930.23 Day 56 Yes 381.84 7-30 Days LC-2 15208.65 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43525.39 Day 56 No 479.71 31-90 Days N-1 46145.64 No T+0 No No Securities Finance