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 No 4442.41 Day 4 No 58.86 7-30 Days S-5 4055.48 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18919.98 Day 4 Yes 418.67 31-90 Days S-6 19162.54 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8961.89 Day 4 Yes 54.72 <7 Days S-7 8931.74 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2915.51 Day 5 Yes 128.74 31-90 Days A-0-Q 2964.70 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24686.74 Day 5 No 50.82 7-30 Days A-1-Q 25404.67 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23851.99 Day 5 No 453.80 31-90 Days A-2-Q 22044.01 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16646.02 Day 5 No 567.20 31-90 Days A-3-Q 18166.20 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40726.37 Day 5 Yes 1536.36 31-90 Days A-4-Q 38323.15 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1048.09 Day 5 Yes 46.51 <7 Days A-5-Q 1023.90 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30967.16 Day 5 No 723.13 7-30 Days CB-1-Q 28547.69 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19570.49 Day 5 Yes 497.91 <7 Days CB-2-Q 19524.74 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11353.89 Day 5 No 86.25 <7 Days S-1-Q 11985.78 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22676.64 Day 5 Yes 758.93 31-90 Days S-2-Q 22504.91 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40167.30 Day 5 Yes 109.86 31-90 Days S-3-Q 39116.44 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28832.29 Day 5 No 1111.94 <7 Days S-4-Q 28281.56 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10735.78 Day 5 No 317.96 <7 Days CB-3-Q 11785.85 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29129.71 Day 5 Yes 772.22 7-30 Days G-1-Q 31243.17 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23457.58 Day 5 Yes 243.94 7-30 Days G-2-Q 21122.32 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12595.84 Day 5 Yes 22.22 31-90 Days G-3-Q 12297.61 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10877.29 Day 5 No 186.98 <7 Days S-5-Q 11539.83 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18739.45 Day 5 Yes 104.84 <7 Days S-6-Q 19171.81 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5253.75 Day 5 Yes 106.88 7-30 Days S-7-Q 4924.80 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11778.38 Day 5 Yes 219.54 31-90 Days E-1-Q 12628.37 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15611.52 Day 5 Yes 580.46 31-90 Days E-2-Q 14886.65 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9986.28 Day 5 No 412.36 7-30 Days IG-1-Q 10284.41 No T+2 Yes No Funding