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 12661.55 Day 60 Yes 543.94 31-90 Days L-7 11736.37 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15959.28 Day 60 Yes 112.93 <7 Days L-8 16105.39 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42300.90 Day 60 Yes 1268.71 <7 Days L-9 46057.86 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40627.02 Day 60 No 1542.79 7-30 Days LC-1 36767.61 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6154.48 Day 60 Yes 100.86 7-30 Days LC-2 6451.81 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19621.46 Day 60 Yes 556.51 7-30 Days N-1 18869.14 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37342.50 Day 60 Yes 1120.29 31-90 Days N-2 40162.57 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27480.01 Day 60 No 339.60 31-90 Days N-3 26483.09 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39489.71 Day 60 Yes 1547.58 <7 Days N-4 40055.79 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8610.23 Day 60 Yes 253.84 31-90 Days N-5 8978.56 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40797.23 Day 60 Yes 1963.45 7-30 Days N-6 39544.39 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31394.90 Day 60 Yes 1195.31 7-30 Days N-7 33150.06 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39.58 Day 60 No 1.07 7-30 Days P-1 37.81 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12454.85 Day 60 No 171.90 31-90 Days P-2 12298.08 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31926.98 Day 60 No 87.30 31-90 Days S-8 31300.83 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11558.92 Day 60 Yes 552.87 7-30 Days Y-1 11945.05 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15252.63 Day 60 No 650.35 7-30 Days Y-2 14000.47 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35956.16 Day 60 Yes 691.99 7-30 Days Y-3 35535.42 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6069.26 Day 60 No 173.03 7-30 Days Y-4 5820.57 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33866.11 Day 60 No 517.80 7-30 Days Z-1 36117.20 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36247.95 Day 60 Yes 1403.06 <7 Days A-2 32735.12 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37786.11 Day 60 No 1700.54 7-30 Days A-3 36431.21 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29809.11 Day 60 Yes 337.15 31-90 Days A-4 30848.58 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3408.33 Day 60 No 55.96 <7 Days A-5 3076.57 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10721.49 Day 60 No 75.38 <7 Days CB-1 10303.57 No T+0 No No Funding