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 25634.52 Day 15 No 495.68 <7 Days CB-2-Q 24553.49 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23189.57 Day 15 No 757.36 31-90 Days S-1-Q 24533.02 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28923.54 Day 15 Yes 519.34 7-30 Days S-2-Q 28575.09 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24680.95 Day 15 Yes 971.42 <7 Days S-3-Q 26604.35 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18916.84 Day 15 No 612.03 <7 Days S-4-Q 20425.91 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7360.58 Day 15 Yes 57.30 31-90 Days CB-3-Q 7555.20 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 472.47 Day 15 No 5.29 7-30 Days G-1-Q 458.69 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37159.29 Day 15 Yes 744.71 7-30 Days G-2-Q 37483.28 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40133.01 Day 15 No 1298.26 7-30 Days G-3-Q 37027.65 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33032.76 Day 15 Yes 444.26 <7 Days S-5-Q 31689.04 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13064.72 Day 15 Yes 265.79 7-30 Days S-6-Q 12469.16 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20023.96 Day 15 No 194.16 <7 Days S-7-Q 18632.00 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38056.75 Day 15 No 185.63 <7 Days E-1-Q 39008.13 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 226.57 Day 15 No 5.79 <7 Days E-2-Q 217.44 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26824.32 Day 15 Yes 1317.25 31-90 Days IG-1-Q 25536.00 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1112.98 Day 15 No 32.65 31-90 Days IG-2-Q 1219.33 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24748.82 Day 15 No 376.11 7-30 Days C-1 24560.71 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20793.75 Day 15 No 394.15 31-90 Days CB-4 21961.72 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4468.79 Day 15 No 148.26 <7 Days E-10 4107.79 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23831.80 Day 15 Yes 1142.69 7-30 Days E-3 22306.66 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15487.43 Day 15 Yes 452.18 <7 Days E-4 16351.94 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7330.48 Day 15 Yes 290.01 <7 Days E-5 8059.11 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3637.77 Day 15 No 69.80 31-90 Days E-6 3525.36 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40385.27 Day 15 Yes 1959.87 31-90 Days E-7 44382.86 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24655.21 Day 15 No 604.97 <7 Days E-8 23472.90 No T+0 No No Funding