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 4164.59 Day 49 Yes 198.57 <7 Days CB-1-Q 4304.26 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33604.33 Day 49 Yes 337.33 <7 Days CB-2-Q 30707.62 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17247.10 Day 49 No 19.83 7-30 Days S-1-Q 18569.58 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39191.88 Day 49 No 398.89 <7 Days S-2-Q 42093.56 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39988.58 Day 49 Yes 1724.56 31-90 Days S-3-Q 38579.19 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30766.84 Day 49 No 1055.52 31-90 Days S-4-Q 31709.27 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27001.24 Day 49 Yes 304.83 7-30 Days CB-3-Q 29409.13 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34402.45 Day 49 No 1469.08 <7 Days G-1-Q 33406.67 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 562.62 Day 49 Yes 17.30 <7 Days G-2-Q 606.85 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12165.40 Day 49 Yes 208.51 7-30 Days G-3-Q 11501.45 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30854.35 Day 49 No 109.08 7-30 Days S-5-Q 28191.40 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5960.53 Day 49 No 138.77 <7 Days S-6-Q 6547.51 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25622.92 Day 49 No 100.55 <7 Days S-7-Q 24940.30 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13147.53 Day 49 Yes 458.82 31-90 Days E-1-Q 13377.07 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18966.60 Day 49 Yes 11.11 31-90 Days E-2-Q 19370.53 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32754.36 Day 49 No 86.54 31-90 Days IG-1-Q 33534.69 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11779.38 Day 49 No 159.22 <7 Days IG-2-Q 10666.86 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36220.40 Day 49 Yes 1357.15 31-90 Days C-1 37283.78 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17611.89 Day 49 No 295.36 7-30 Days CB-4 19218.16 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32240.93 Day 49 No 1297.99 <7 Days E-10 30631.58 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4531.09 Day 49 No 30.27 <7 Days E-3 4944.51 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11602.30 Day 49 Yes 220.53 31-90 Days E-4 11768.53 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19757.55 Day 49 Yes 255.16 <7 Days E-5 19339.40 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41676.92 Day 49 No 1755.39 <7 Days E-6 39674.69 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18843.34 Day 49 Yes 763.26 7-30 Days E-7 17482.12 No T+1 No No Securities Finance