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 36112.57 Day 24 Yes 1542.09 <7 Days IG-2 36907.43 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7622.27 Day 24 No 133.00 7-30 Days S-1 7056.05 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16676.67 Day 24 Yes 724.27 31-90 Days S-2 15351.00 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38458.73 Day 24 Yes 324.33 <7 Days S-3 39379.00 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13543.12 Day 24 No 636.93 7-30 Days S-4 14175.35 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7798.58 Day 24 No 290.37 <7 Days S-5 8030.82 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17287.73 Day 24 No 242.97 31-90 Days S-6 18526.59 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4309.64 Day 24 No 191.55 31-90 Days S-7 4419.68 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43878.98 Day 25 Yes 526.95 <7 Days A-0-Q 47669.67 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19280.91 Day 25 Yes 264.86 7-30 Days A-1-Q 17413.94 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3431.35 Day 25 No 94.58 7-30 Days A-2-Q 3389.46 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35034.87 Day 25 No 921.66 31-90 Days A-3-Q 34849.00 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40355.01 Day 25 No 980.13 <7 Days A-4-Q 39609.58 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20229.49 Day 25 No 469.95 31-90 Days A-5-Q 21239.60 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14669.82 Day 25 No 702.55 7-30 Days CB-1-Q 15687.00 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15238.84 Day 25 Yes 194.38 31-90 Days CB-2-Q 15078.79 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7083.97 Day 25 No 337.63 7-30 Days S-1-Q 7601.33 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42743.98 Day 25 No 626.81 7-30 Days S-2-Q 44563.72 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42232.62 Day 25 Yes 1932.52 7-30 Days S-3-Q 42100.14 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13814.25 Day 25 No 199.19 7-30 Days S-4-Q 14310.84 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34489.07 Day 25 Yes 694.23 31-90 Days CB-3-Q 37292.38 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42357.37 Day 25 No 982.44 31-90 Days G-1-Q 44684.89 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1445.13 Day 25 Yes 12.03 7-30 Days G-2-Q 1534.73 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13802.41 Day 25 No 318.51 <7 Days G-3-Q 14130.79 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4013.16 Day 25 Yes 124.45 <7 Days S-5-Q 4019.89 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding