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 39642.27 Day 32 No 599.95 31-90 Days A-3 37096.98 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12337.35 Day 32 No 551.96 31-90 Days A-4 12858.80 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41800.36 Day 32 Yes 1226.45 7-30 Days A-5 41386.30 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 580.66 Day 32 Yes 11.34 <7 Days CB-1 592.46 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26414.94 Day 32 Yes 830.57 <7 Days CB-2 26482.85 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14040.28 Day 32 Yes 355.67 31-90 Days CB-3 15020.59 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23100.71 Day 32 Yes 744.55 7-30 Days E-1 21327.28 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28623.06 Day 32 No 1424.79 31-90 Days E-2 26411.56 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18905.00 Day 32 No 60.68 7-30 Days G-1 17922.15 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24700.78 Day 32 No 61.56 31-90 Days G-2 24573.07 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25578.11 Day 32 Yes 852.15 31-90 Days G-3 27212.60 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22375.36 Day 32 Yes 393.15 <7 Days IG-1 23855.39 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 145.59 Day 32 Yes 4.43 7-30 Days IG-2 158.73 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3634.54 Day 32 Yes 147.11 31-90 Days S-1 3996.71 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37823.34 Day 32 Yes 648.34 <7 Days S-2 35704.79 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13418.70 Day 32 No 150.08 <7 Days S-3 13736.44 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26402.62 Day 32 No 505.47 7-30 Days S-4 26059.95 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30207.63 Day 32 Yes 674.36 31-90 Days S-5 29042.51 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32219.03 Day 32 No 1529.09 31-90 Days S-6 33083.42 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9702.93 Day 32 No 238.33 7-30 Days S-7 9899.95 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4802.10 Day 33 No 185.65 31-90 Days A-0-Q 5198.68 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21251.76 Day 33 Yes 320.28 7-30 Days A-1-Q 22633.61 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4185.88 Day 33 No 136.71 7-30 Days A-2-Q 3830.29 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9074.09 Day 33 Yes 262.77 7-30 Days A-3-Q 8471.54 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35278.24 Day 33 No 1094.98 7-30 Days A-4-Q 36385.65 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance