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 4517.66 91 - 120 Days No 170.96 <7 Days CB-2-Q 4643.52 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1477.03 91 - 120 Days Yes 66.91 7-30 Days S-1-Q 1397.27 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 810.96 91 - 120 Days Yes 27.40 7-30 Days S-2-Q 741.93 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8811.43 91 - 120 Days No 101.47 <7 Days S-3-Q 8318.02 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10442.60 91 - 120 Days Yes 251.88 <7 Days S-4-Q 9512.27 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30571.47 91 - 120 Days Yes 1064.36 31-90 Days CB-3-Q 29599.74 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38955.65 91 - 120 Days Yes 1647.63 31-90 Days G-1-Q 36006.44 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25383.68 91 - 120 Days No 714.03 31-90 Days G-2-Q 24181.49 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26579.24 91 - 120 Days Yes 520.14 7-30 Days G-3-Q 25421.37 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11742.00 91 - 120 Days No 390.01 <7 Days S-5-Q 11908.47 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21409.07 91 - 120 Days Yes 621.57 7-30 Days S-6-Q 23290.62 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2361.72 91 - 120 Days No 85.39 <7 Days S-7-Q 2550.44 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20744.85 91 - 120 Days Yes 971.79 7-30 Days E-1-Q 22726.93 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10865.63 91 - 120 Days Yes 471.11 7-30 Days E-2-Q 10403.69 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21872.62 91 - 120 Days Yes 729.88 31-90 Days IG-1-Q 19742.53 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16659.29 91 - 120 Days No 121.84 <7 Days IG-2-Q 16530.63 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11017.51 91 - 120 Days Yes 115.44 <7 Days C-1 10532.80 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30315.14 91 - 120 Days Yes 498.10 <7 Days CB-4 33230.07 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15639.51 91 - 120 Days No 500.32 31-90 Days E-10 15170.15 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41851.33 91 - 120 Days No 95.82 7-30 Days E-3 40725.52 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30628.91 91 - 120 Days Yes 361.63 7-30 Days E-4 30299.45 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6995.66 91 - 120 Days No 321.21 <7 Days E-5 7463.73 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2821.28 91 - 120 Days Yes 9.74 <7 Days E-6 2741.98 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23515.76 91 - 120 Days No 1057.48 <7 Days E-7 23561.29 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33746.32 91 - 120 Days No 1252.51 31-90 Days E-8 32778.03 No T+0 Yes No Treasury