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 42279.18 Day 46 No 1496.05 <7 Days L-7 38276.66 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15596.65 Day 46 Yes 456.30 31-90 Days L-8 14318.81 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33530.89 Day 46 No 1206.57 7-30 Days L-9 34957.56 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21477.16 Day 46 No 169.50 31-90 Days LC-1 21029.35 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33554.02 Day 46 No 894.54 <7 Days LC-2 35914.22 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38920.51 Day 46 Yes 1101.20 <7 Days N-1 39766.47 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21741.94 Day 46 Yes 779.17 7-30 Days N-2 21300.45 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38263.73 Day 46 Yes 1912.56 31-90 Days N-3 35789.84 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32838.16 Day 46 Yes 340.40 <7 Days N-4 30069.41 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28148.03 Day 46 No 1178.45 <7 Days N-5 29788.89 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31063.11 Day 46 Yes 1178.96 7-30 Days N-6 28057.04 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14403.17 Day 46 Yes 18.85 7-30 Days N-7 13769.66 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 474.63 Day 46 No 18.94 7-30 Days P-1 504.04 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32854.80 Day 46 No 711.66 7-30 Days P-2 31077.68 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20009.62 Day 46 Yes 390.97 <7 Days S-8 20970.97 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33923.39 Day 46 Yes 1243.70 31-90 Days Y-1 33219.27 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4914.33 Day 46 No 94.70 31-90 Days Y-2 5271.63 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8802.63 Day 46 Yes 246.19 31-90 Days Y-3 9669.76 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15953.29 Day 46 No 779.06 31-90 Days Y-4 15535.55 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19356.53 Day 46 No 377.54 <7 Days Z-1 18915.27 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19718.00 Day 46 Yes 822.70 7-30 Days A-2 19039.64 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3966.45 Day 46 No 38.39 <7 Days A-3 3976.33 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37491.74 Day 46 Yes 339.67 31-90 Days A-4 37307.46 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15238.55 Day 46 Yes 403.69 7-30 Days A-5 14059.80 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43173.27 Day 46 Yes 908.59 <7 Days CB-1 46046.29 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance