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 26284.01 Day 13 No 285.67 7-30 Days S-4 26087.68 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20754.39 Day 13 Yes 111.78 7-30 Days S-5 20187.79 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19992.97 Day 13 Yes 252.14 7-30 Days S-6 18103.93 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43028.67 Day 13 No 280.22 <7 Days S-7 42073.58 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7759.61 Day 14 Yes 93.88 31-90 Days A-0-Q 7903.87 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42063.13 Day 14 Yes 1785.01 31-90 Days A-1-Q 46189.00 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12230.49 Day 14 No 569.69 7-30 Days A-2-Q 12828.19 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28231.48 Day 14 No 523.25 31-90 Days A-3-Q 28319.00 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3770.44 Day 14 Yes 19.32 <7 Days A-4-Q 3914.38 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38115.32 Day 14 Yes 1835.27 31-90 Days A-5-Q 39339.17 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38666.05 Day 14 Yes 1234.90 <7 Days CB-1-Q 37365.40 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11666.71 Day 14 Yes 230.80 <7 Days CB-2-Q 10889.54 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33741.87 Day 14 Yes 815.11 <7 Days S-1-Q 33313.72 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6625.50 Day 14 No 84.92 <7 Days S-2-Q 6779.00 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27220.05 Day 14 No 582.40 7-30 Days S-3-Q 28594.06 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1669.20 Day 14 Yes 18.58 7-30 Days S-4-Q 1732.98 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42273.57 Day 14 No 976.02 31-90 Days CB-3-Q 40854.32 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26148.07 Day 14 No 1139.21 7-30 Days G-1-Q 23797.22 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13540.52 Day 14 Yes 258.01 31-90 Days G-2-Q 13168.09 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11861.11 Day 14 Yes 105.45 7-30 Days G-3-Q 11386.60 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32014.33 Day 14 No 552.53 31-90 Days S-5-Q 33812.05 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34114.98 Day 14 Yes 37.56 <7 Days S-6-Q 31348.74 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22300.85 Day 14 No 476.25 <7 Days S-7-Q 21754.78 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2879.49 Day 14 Yes 34.53 31-90 Days E-1-Q 2705.10 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29551.47 Day 14 No 1310.44 <7 Days E-2-Q 32145.73 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury