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 17403.14 Day 20 No 844.48 <7 Days CB-3-Q 18704.66 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14151.39 Day 20 Yes 211.10 7-30 Days G-1-Q 14045.90 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24423.40 Day 20 No 699.07 31-90 Days G-2-Q 22484.78 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28591.60 Day 20 No 899.40 31-90 Days G-3-Q 28772.74 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 162.72 Day 20 Yes 7.21 31-90 Days S-5-Q 161.02 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11426.51 Day 20 No 131.28 31-90 Days S-6-Q 11708.99 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5897.96 Day 20 No 239.48 31-90 Days S-7-Q 6053.67 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27530.39 Day 20 Yes 1245.26 7-30 Days E-1-Q 27212.64 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29634.26 Day 20 Yes 358.36 7-30 Days E-2-Q 29421.59 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4907.60 Day 20 No 84.86 <7 Days IG-1-Q 4981.86 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15211.06 Day 20 Yes 534.24 <7 Days IG-2-Q 15289.14 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41649.16 Day 20 Yes 169.90 7-30 Days C-1 39318.45 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3255.60 Day 20 No 70.42 31-90 Days CB-4 3494.54 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33780.15 Day 20 No 1554.46 <7 Days E-10 31565.18 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12209.62 Day 20 No 400.02 31-90 Days E-3 13055.06 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24224.82 Day 20 Yes 729.28 31-90 Days E-4 26061.97 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39607.79 Day 20 Yes 1155.85 <7 Days E-5 40570.27 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37084.18 Day 20 Yes 78.28 7-30 Days E-6 40525.11 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11054.79 Day 20 Yes 97.86 <7 Days E-7 11571.06 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31454.79 Day 20 Yes 778.97 <7 Days E-8 33344.07 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14228.10 Day 20 No 131.59 7-30 Days E-9 13747.96 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7472.39 Day 20 Yes 150.29 <7 Days G-4 8200.98 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32630.31 Day 20 Yes 46.24 31-90 Days IG-3 31935.49 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11748.71 Day 20 Yes 401.53 <7 Days IG-4 12099.38 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40060.38 Day 20 Yes 1526.18 7-30 Days IG-5 38619.30 No T+0 No Yes Liberty Wealth Management LLC Trading