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 40325.75 151 - 179 Days No 1508.33 <7 Days A-0-Q 38446.69 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13449.06 151 - 179 Days No 247.57 <7 Days A-1-Q 12734.39 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41875.31 151 - 179 Days Yes 1596.72 31-90 Days A-2-Q 39636.36 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8515.02 151 - 179 Days No 306.75 <7 Days A-3-Q 7707.28 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13302.01 151 - 179 Days No 346.15 31-90 Days A-4-Q 12968.82 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19202.95 151 - 179 Days Yes 250.36 <7 Days A-5-Q 19410.01 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20351.17 151 - 179 Days No 249.51 31-90 Days CB-1-Q 20877.78 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36519.38 151 - 179 Days Yes 603.88 <7 Days CB-2-Q 38648.03 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22437.93 151 - 179 Days Yes 829.12 31-90 Days S-1-Q 22740.90 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2935.95 151 - 179 Days Yes 60.24 7-30 Days S-2-Q 3069.85 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18778.40 151 - 179 Days No 600.78 7-30 Days S-3-Q 17579.80 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13216.03 151 - 179 Days Yes 285.69 <7 Days S-4-Q 13894.57 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20400.18 151 - 179 Days Yes 68.30 31-90 Days CB-3-Q 20435.18 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40529.56 151 - 179 Days No 804.96 31-90 Days G-1-Q 40960.54 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4387.84 151 - 179 Days Yes 178.51 31-90 Days G-2-Q 4589.49 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36230.42 151 - 179 Days No 1753.20 7-30 Days G-3-Q 36354.74 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35529.85 151 - 179 Days Yes 1364.58 7-30 Days S-5-Q 37487.98 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4059.12 151 - 179 Days Yes 179.02 <7 Days S-6-Q 4288.13 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30048.14 151 - 179 Days Yes 708.16 31-90 Days S-7-Q 32797.84 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11931.27 151 - 179 Days Yes 284.55 <7 Days E-1-Q 11212.10 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39917.14 151 - 179 Days No 539.38 31-90 Days E-2-Q 37884.57 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15528.08 151 - 179 Days Yes 293.36 7-30 Days IG-1-Q 16122.72 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23173.65 151 - 179 Days No 150.75 <7 Days IG-2-Q 24154.49 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36518.23 151 - 179 Days Yes 849.15 7-30 Days C-1 40019.88 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14637.77 151 - 179 Days No 320.33 31-90 Days CB-4 14872.87 No T+0 No Yes Liberty Capital Markets Inc. Trading