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 31101.68 Day 20 Yes 1092.61 <7 Days IG-6 31389.35 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9244.65 Day 20 No 197.47 <7 Days IG-7 9057.45 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24393.78 Day 20 No 126.44 <7 Days IG-8 25990.47 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31984.15 Day 20 Yes 22.06 31-90 Days L-1 32629.01 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28628.11 Day 20 No 546.73 31-90 Days L-10 30790.36 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31033.68 Day 20 Yes 981.76 <7 Days L-11 28800.06 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15466.30 Day 20 Yes 85.76 7-30 Days L-2 16564.73 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5410.11 Day 20 Yes 1.79 7-30 Days L-3 5550.86 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6277.53 Day 20 No 104.71 7-30 Days L-4 6486.59 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38756.80 Day 20 Yes 393.83 <7 Days L-5 36011.99 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18373.33 Day 20 Yes 207.71 31-90 Days L-6 18450.60 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43575.51 Day 20 No 1386.79 7-30 Days L-7 46557.53 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5601.62 Day 20 No 82.89 7-30 Days L-8 5765.55 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43887.03 Day 20 Yes 2081.16 7-30 Days L-9 40283.13 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24392.92 Day 20 No 1129.79 <7 Days LC-1 23622.10 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1259.15 Day 20 No 57.24 7-30 Days LC-2 1269.02 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39252.47 Day 20 Yes 1163.92 31-90 Days N-1 40789.99 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13643.02 Day 20 No 185.50 7-30 Days N-2 13761.44 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21744.22 Day 20 Yes 1076.00 7-30 Days N-3 22388.91 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22442.81 Day 20 Yes 402.46 <7 Days N-4 21234.17 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23624.02 Day 20 No 903.36 <7 Days N-5 22008.87 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15859.12 Day 20 Yes 104.26 7-30 Days N-6 15964.22 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33203.15 Day 20 Yes 1575.40 <7 Days N-7 32509.67 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17554.95 Day 20 No 48.27 7-30 Days P-1 16794.48 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37803.95 Day 20 No 1873.99 31-90 Days P-2 36569.59 Yes T+1 No Yes Liberty Wealth Management LLC Trading