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 43561.64 Day 47 Yes 80.69 31-90 Days N-7 44198.67 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38738.15 Day 47 No 34.26 <7 Days P-1 40071.09 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34795.73 Day 47 No 1092.38 7-30 Days P-2 33986.63 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11748.45 Day 47 Yes 252.00 7-30 Days S-8 10808.95 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1706.06 Day 47 Yes 77.57 <7 Days Y-1 1556.83 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27415.79 Day 47 No 625.25 <7 Days Y-2 27425.93 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20790.28 Day 47 Yes 489.77 31-90 Days Y-3 20534.86 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12254.78 Day 47 No 450.05 <7 Days Y-4 13279.99 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4264.86 Day 47 No 32.83 31-90 Days Z-1 4463.36 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 801.84 Day 47 No 18.72 <7 Days A-2 797.91 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3451.10 Day 47 No 170.46 7-30 Days A-3 3374.89 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 793.94 Day 47 No 17.39 <7 Days A-4 773.13 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40434.87 Day 47 No 1075.40 <7 Days A-5 43895.03 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37260.44 Day 47 Yes 313.21 7-30 Days CB-1 39885.80 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41877.30 Day 47 No 358.08 <7 Days CB-2 40500.78 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30006.07 Day 47 No 1208.19 <7 Days CB-3 29778.48 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43202.83 Day 47 No 46.42 31-90 Days E-1 47451.58 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17450.17 Day 47 No 257.78 <7 Days E-2 18912.19 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19686.05 Day 47 No 794.73 7-30 Days G-1 21554.82 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6901.49 Day 47 Yes 117.19 <7 Days G-2 7553.01 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42755.68 Day 47 No 595.38 <7 Days G-3 43842.01 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21267.88 Day 47 Yes 868.91 31-90 Days IG-1 21588.74 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9234.42 Day 47 Yes 102.76 7-30 Days IG-2 9769.67 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29754.75 Day 47 Yes 529.36 31-90 Days S-1 27767.15 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44064.94 Day 47 Yes 510.20 7-30 Days S-2 41151.64 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury