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 14794.40 Day 56 No 715.62 7-30 Days N-2 15638.98 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24684.83 Day 56 Yes 569.03 31-90 Days N-3 22555.90 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6823.56 Day 56 Yes 187.15 31-90 Days N-4 7063.17 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21962.75 Day 56 No 26.12 <7 Days N-5 23198.68 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4753.86 Day 56 Yes 112.37 <7 Days N-6 4478.07 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33578.28 Day 56 Yes 277.47 <7 Days N-7 31987.57 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39753.40 Day 56 No 530.50 <7 Days P-1 42237.41 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 924.26 Day 56 No 8.67 <7 Days P-2 935.82 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40970.75 Day 56 Yes 933.57 7-30 Days S-8 39284.00 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4619.78 Day 56 No 195.06 <7 Days Y-1 4632.35 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15657.70 Day 56 Yes 333.83 7-30 Days Y-2 16940.73 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35239.43 Day 56 No 1368.17 <7 Days Y-3 31825.93 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40463.67 Day 56 No 1168.80 <7 Days Y-4 39975.73 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41515.27 Day 56 Yes 1216.49 <7 Days Z-1 39449.68 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31786.76 Day 56 No 228.86 7-30 Days A-2 30006.37 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31956.46 Day 56 No 506.51 <7 Days A-3 33512.17 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33292.77 Day 56 Yes 577.29 7-30 Days A-4 30816.72 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3898.36 Day 56 Yes 1.28 <7 Days A-5 4287.13 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11942.29 Day 56 Yes 498.00 31-90 Days CB-1 11530.11 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6925.47 Day 56 No 173.49 7-30 Days CB-2 7161.97 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25430.59 Day 56 No 298.26 31-90 Days CB-3 25407.77 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17106.74 Day 56 No 389.59 <7 Days E-1 18009.35 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41183.85 Day 56 No 1033.28 7-30 Days E-2 39866.18 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34643.89 Day 56 No 1041.99 31-90 Days G-1 32043.72 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30341.36 Day 56 No 1356.57 <7 Days G-2 27936.70 No T+0 No No Trading