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 11589.06 >5 Yr Yes 81.90 7-30 Days E-4 12421.48 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13418.69 >5 Yr No 458.41 31-90 Days E-5 13688.35 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32028.13 >5 Yr No 1588.88 7-30 Days E-6 34784.98 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9430.55 >5 Yr No 3.52 7-30 Days E-7 9547.55 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10291.67 >5 Yr No 158.60 7-30 Days E-8 10187.85 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12272.09 >5 Yr No 525.91 <7 Days E-9 12884.50 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41155.16 >5 Yr No 793.67 7-30 Days G-4 40674.36 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2897.00 >5 Yr No 131.95 7-30 Days IG-3 3036.91 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14022.23 >5 Yr No 163.07 31-90 Days IG-4 13519.56 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39638.57 >5 Yr No 294.05 31-90 Days IG-5 39612.11 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34964.70 >5 Yr No 778.46 31-90 Days IG-6 33720.75 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7078.11 >5 Yr No 126.69 7-30 Days IG-7 6388.79 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12836.40 >5 Yr No 616.68 <7 Days IG-8 12044.39 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25418.40 >5 Yr No 1143.29 31-90 Days L-1 23172.61 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20163.63 >5 Yr Yes 956.32 7-30 Days L-10 20116.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42527.85 >5 Yr Yes 95.42 7-30 Days L-11 45842.47 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33405.15 >5 Yr Yes 1520.70 7-30 Days L-2 36364.63 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 368.23 >5 Yr No 9.81 31-90 Days L-3 385.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18361.77 >5 Yr No 582.16 31-90 Days L-4 18676.20 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4920.44 >5 Yr No 171.50 31-90 Days L-5 4607.40 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38354.03 >5 Yr No 44.26 31-90 Days L-6 35184.63 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20315.93 >5 Yr No 684.00 <7 Days L-7 20177.71 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40695.17 >5 Yr Yes 1490.00 31-90 Days L-8 43745.25 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26115.21 >5 Yr No 595.82 <7 Days L-9 26097.05 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10119.42 >5 Yr No 131.28 7-30 Days LC-1 11024.71 No T+0 Yes Yes Liberty Wealth Management LLC Treasury