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 23031.26 Day 8 No 68.66 31-90 Days IG-1 22214.50 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20953.73 Day 8 Yes 567.15 <7 Days IG-2 21929.37 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18972.08 Day 8 No 261.41 31-90 Days S-1 19941.47 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10852.87 Day 8 No 443.47 31-90 Days S-2 10806.86 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21253.85 Day 8 Yes 623.12 <7 Days S-3 20488.86 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25212.58 Day 8 No 660.41 31-90 Days S-4 22919.77 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34345.86 Day 8 No 1553.55 7-30 Days S-5 31042.60 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28063.35 Day 8 Yes 110.78 <7 Days S-6 29541.68 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26425.60 Day 8 No 952.67 7-30 Days S-7 27322.10 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22761.35 Day 9 No 577.69 31-90 Days A-0-Q 21408.63 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22873.51 Day 9 Yes 292.49 <7 Days A-1-Q 24807.44 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4559.68 Day 9 Yes 177.01 <7 Days A-2-Q 4181.79 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7433.91 Day 9 No 307.83 <7 Days A-3-Q 7837.97 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28644.05 Day 9 No 381.88 7-30 Days A-4-Q 29851.85 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35304.05 Day 9 Yes 1651.65 31-90 Days A-5-Q 31960.99 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43006.72 Day 9 Yes 1148.00 <7 Days CB-1-Q 46084.47 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18392.61 Day 9 No 247.09 7-30 Days CB-2-Q 17276.41 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2137.20 Day 9 Yes 66.61 7-30 Days S-1-Q 2229.65 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9602.33 Day 9 Yes 102.05 31-90 Days S-2-Q 9919.09 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4795.05 Day 9 No 27.87 <7 Days S-3-Q 5196.30 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12945.40 Day 9 Yes 612.55 7-30 Days S-4-Q 11937.51 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21810.39 Day 9 Yes 645.17 31-90 Days CB-3-Q 23624.23 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27939.46 Day 9 Yes 44.33 7-30 Days G-1-Q 30033.43 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23542.47 Day 9 Yes 432.53 31-90 Days G-2-Q 21253.23 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12686.53 Day 9 No 627.30 7-30 Days G-3-Q 12248.95 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding