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 8752.93 83 - 90 Days No 234.56 <7 Days A-5 7955.72 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14450.62 83 - 90 Days Yes 130.11 31-90 Days CB-1 14318.17 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10868.34 83 - 90 Days Yes 343.48 31-90 Days CB-2 10030.94 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6099.47 83 - 90 Days No 8.25 <7 Days CB-3 5530.81 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34869.73 83 - 90 Days No 392.11 31-90 Days E-1 37731.14 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1260.25 83 - 90 Days Yes 27.10 31-90 Days E-2 1371.57 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38573.11 83 - 90 Days No 991.48 31-90 Days G-1 35162.69 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 509.66 83 - 90 Days Yes 4.90 31-90 Days G-2 548.31 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16900.26 83 - 90 Days No 634.26 <7 Days G-3 17902.39 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21154.89 83 - 90 Days No 99.58 <7 Days IG-1 19595.02 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40193.73 83 - 90 Days Yes 1157.00 <7 Days IG-2 41278.13 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20509.02 83 - 90 Days Yes 660.03 31-90 Days S-1 20302.25 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39418.43 83 - 90 Days No 1197.95 7-30 Days S-2 42684.43 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12069.60 83 - 90 Days No 47.67 <7 Days S-3 12848.50 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29941.51 83 - 90 Days Yes 897.53 31-90 Days S-4 28187.42 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19377.77 83 - 90 Days Yes 579.67 31-90 Days S-5 17830.07 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35707.39 83 - 90 Days Yes 1191.43 31-90 Days S-6 37509.19 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29458.65 83 - 90 Days Yes 1056.24 <7 Days S-7 26594.46 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9172.31 91 - 120 Days No 101.00 7-30 Days A-0-Q 9719.90 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32597.96 91 - 120 Days No 792.82 <7 Days A-1-Q 34364.76 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3347.49 91 - 120 Days Yes 48.96 31-90 Days A-2-Q 3439.74 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33726.25 91 - 120 Days No 1136.77 31-90 Days A-3-Q 36811.29 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12573.73 91 - 120 Days No 299.42 7-30 Days A-4-Q 13785.38 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16836.03 91 - 120 Days Yes 557.55 <7 Days A-5-Q 17408.74 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25777.93 91 - 120 Days Yes 392.63 31-90 Days CB-1-Q 25195.04 Yes T+2 No No Securities Finance