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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 56.99 Open Yes 0.73 31-90 Days Z-1 58.11 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27045.89 Open No 1187.50 <7 Days A-2 24945.33 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2411.14 Open No 65.37 7-30 Days A-3 2514.39 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25096.61 Open No 679.91 31-90 Days A-4 27246.03 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30486.36 Open Yes 506.20 <7 Days A-5 28547.38 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12593.47 Open No 93.87 <7 Days CB-1 11716.57 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14375.39 Open Yes 498.20 31-90 Days CB-2 13484.50 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33854.54 Open No 734.72 31-90 Days CB-3 33998.08 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25199.35 Open No 835.95 <7 Days E-1 25086.99 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20990.19 Open Yes 189.59 31-90 Days E-2 20235.30 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33353.74 Open No 190.40 31-90 Days G-1 36644.50 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31989.90 Open No 1031.83 7-30 Days G-2 30251.43 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21497.85 Open Yes 191.96 <7 Days G-3 20575.47 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6209.02 Open Yes 271.90 <7 Days IG-1 6179.78 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16580.64 Open No 393.34 <7 Days IG-2 15289.17 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23586.94 Open Yes 160.23 <7 Days S-1 22275.70 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18079.66 Open No 606.11 31-90 Days S-2 18416.14 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32008.48 Open Yes 188.15 31-90 Days S-3 34243.76 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31113.89 Open Yes 48.86 <7 Days S-4 29001.49 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24859.28 Open Yes 49.14 <7 Days S-5 23289.17 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 194.32 Open Yes 9.16 7-30 Days S-6 176.70 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34460.80 Open No 1510.64 7-30 Days S-7 35155.53 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10427.38 Day 1 No 360.32 31-90 Days A-0-Q 10931.73 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29719.49 Day 1 Yes 909.72 <7 Days A-1-Q 30619.50 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35224.09 Day 1 No 1124.27 <7 Days A-2-Q 35390.11 Yes T+1 No Yes Liberty International Finance Ltd. Funding