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 28984.76 Day 59 No 135.95 7-30 Days S-5-Q 31070.11 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13720.76 Day 59 No 605.93 <7 Days S-6-Q 13891.56 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27923.80 Day 59 Yes 170.05 <7 Days S-7-Q 26078.90 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3577.61 Day 59 No 66.32 31-90 Days E-1-Q 3269.26 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14872.78 Day 59 No 46.01 7-30 Days E-2-Q 14162.14 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17062.25 Day 59 No 706.94 31-90 Days IG-1-Q 17978.87 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10935.92 Day 59 No 232.75 31-90 Days IG-2-Q 11684.71 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28938.70 Day 59 Yes 793.09 7-30 Days C-1 28440.13 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12118.63 Day 59 Yes 362.04 <7 Days CB-4 13041.16 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31078.70 Day 59 Yes 613.73 31-90 Days E-10 33642.41 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32103.21 Day 59 Yes 250.54 7-30 Days E-3 32501.92 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40745.75 Day 59 Yes 1342.83 7-30 Days E-4 39327.75 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31737.95 Day 59 Yes 193.02 31-90 Days E-5 31192.49 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1464.34 Day 59 No 42.06 <7 Days E-6 1493.08 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18460.13 Day 59 Yes 153.79 7-30 Days E-7 17650.72 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2640.07 Day 59 Yes 131.18 <7 Days E-8 2473.21 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37130.19 Day 59 No 1332.86 <7 Days E-9 40423.67 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35825.32 Day 59 Yes 38.32 <7 Days G-4 36979.53 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31575.42 Day 59 No 213.41 <7 Days IG-3 32796.43 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19547.06 Day 59 No 126.05 <7 Days IG-4 19907.07 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39150.51 Day 59 No 1023.26 7-30 Days IG-5 42016.08 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5289.28 Day 59 Yes 150.06 31-90 Days IG-6 5320.73 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14492.93 Day 59 Yes 326.50 <7 Days IG-7 15426.75 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36909.61 Day 59 Yes 986.77 7-30 Days IG-8 33717.60 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29779.77 Day 59 Yes 1228.19 31-90 Days L-1 30211.90 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury