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 13334.16 Day 1 Yes 631.14 <7 Days A-3-Q 13257.23 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40378.40 Day 1 Yes 852.82 7-30 Days A-4-Q 40324.60 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12228.13 Day 1 Yes 415.67 <7 Days A-5-Q 13210.70 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3539.55 Day 1 Yes 64.24 31-90 Days CB-1-Q 3419.96 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2663.03 Day 1 No 39.39 <7 Days CB-2-Q 2676.59 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32548.37 Day 1 Yes 738.51 31-90 Days S-1-Q 33678.38 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25600.42 Day 1 Yes 27.95 7-30 Days S-2-Q 23058.80 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15541.39 Day 1 Yes 129.58 <7 Days S-3-Q 14362.00 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18543.40 Day 1 Yes 491.04 31-90 Days S-4-Q 17163.54 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12810.00 Day 1 Yes 291.65 7-30 Days CB-3-Q 13631.02 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18562.34 Day 1 Yes 816.61 7-30 Days G-1-Q 19503.42 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41571.82 Day 1 No 102.78 <7 Days G-2-Q 44133.81 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13831.21 Day 1 Yes 175.08 7-30 Days G-3-Q 14020.28 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18143.81 Day 1 No 762.43 31-90 Days S-5-Q 16664.06 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37308.78 Day 1 Yes 1571.60 <7 Days S-6-Q 40864.59 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13947.73 Day 1 No 143.52 31-90 Days S-7-Q 14404.48 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39245.93 Day 1 Yes 1664.13 <7 Days E-1-Q 40993.91 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19787.33 Day 1 Yes 610.86 31-90 Days E-2-Q 18492.23 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35313.15 Day 1 Yes 1403.74 31-90 Days IG-1-Q 33757.78 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30914.37 Day 1 Yes 93.43 <7 Days IG-2-Q 30029.10 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14982.82 Day 1 No 536.19 31-90 Days C-1 14451.81 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15070.47 Day 1 No 60.50 31-90 Days CB-4 14931.52 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38927.05 Day 1 Yes 1344.43 7-30 Days E-10 36282.44 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6305.04 Day 1 Yes 227.02 <7 Days E-3 5697.71 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12302.25 Day 1 No 49.54 7-30 Days E-4 11255.17 No T+1 No No Securities Finance