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 7016.48 Day 8 No 0.48 7-30 Days E-7 6697.48 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17980.60 Day 8 No 873.64 31-90 Days E-8 19479.45 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34362.91 Day 8 No 1251.52 <7 Days E-9 34526.30 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7621.03 Day 8 Yes 379.77 <7 Days G-4 8268.62 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10044.19 Day 8 Yes 54.25 31-90 Days IG-3 9881.91 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36830.85 Day 8 Yes 1090.47 7-30 Days IG-4 36750.76 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37974.66 Day 8 No 1248.96 <7 Days IG-5 41633.69 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21722.45 Day 8 Yes 259.57 <7 Days IG-6 23368.08 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33644.82 Day 8 No 206.29 7-30 Days IG-7 35694.99 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5387.97 Day 8 No 164.51 7-30 Days IG-8 5826.23 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17805.16 Day 8 Yes 298.91 <7 Days L-1 18625.14 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3599.12 Day 8 Yes 93.89 <7 Days L-10 3852.61 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28136.12 Day 8 Yes 311.89 7-30 Days L-11 28043.40 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26222.35 Day 8 No 944.93 31-90 Days L-2 27362.16 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27139.25 Day 8 No 771.19 31-90 Days L-3 27932.02 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9368.84 Day 8 Yes 133.10 <7 Days L-4 8623.53 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5740.06 Day 8 Yes 274.87 <7 Days L-5 5682.69 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37019.26 Day 8 Yes 1826.62 31-90 Days L-6 40221.67 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2308.23 Day 8 Yes 23.47 31-90 Days L-7 2224.39 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34757.89 Day 8 Yes 370.46 <7 Days L-8 35967.82 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16618.51 Day 8 No 606.06 <7 Days L-9 18028.51 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23412.86 Day 8 Yes 922.86 <7 Days LC-1 21783.70 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3807.51 Day 8 Yes 88.05 <7 Days LC-2 4043.29 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33264.45 Day 8 No 188.08 31-90 Days N-1 35570.08 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39264.64 Day 8 Yes 1586.71 31-90 Days N-2 37406.48 Yes T+1 Yes No Treasury