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 22017.00 Day 1 No 152.66 7-30 Days N-1 21275.05 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7295.69 Day 1 Yes 354.95 31-90 Days N-2 7437.53 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7400.93 Day 1 Yes 161.14 31-90 Days N-3 7135.96 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30793.54 Day 1 No 1403.68 7-30 Days N-4 32643.80 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42639.03 Day 1 No 2092.15 7-30 Days N-5 44903.92 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19479.96 Day 1 No 447.16 31-90 Days N-6 17985.56 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7446.01 Day 1 No 167.93 <7 Days N-7 7595.57 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40247.44 Day 1 No 1706.09 <7 Days P-1 43824.28 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23368.33 Day 1 Yes 821.49 31-90 Days P-2 23984.12 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31402.67 Day 1 Yes 3.10 <7 Days S-8 31908.76 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17135.94 Day 1 Yes 389.99 <7 Days Y-1 15974.33 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25974.47 Day 1 Yes 1029.72 7-30 Days Y-2 28536.74 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42538.40 Day 1 No 1944.73 7-30 Days Y-3 43172.16 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40645.61 Day 1 No 735.65 7-30 Days Y-4 39908.36 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2445.04 Day 1 Yes 69.18 7-30 Days Z-1 2484.72 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40623.90 Day 1 Yes 1003.42 31-90 Days A-2 42133.00 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21344.68 Day 1 Yes 852.11 <7 Days A-3 22339.45 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39933.14 Day 1 No 14.36 31-90 Days A-4 37207.60 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35119.73 Day 1 Yes 493.84 31-90 Days A-5 32195.06 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18756.37 Day 1 No 133.84 <7 Days CB-1 19654.96 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36931.73 Day 1 No 1551.61 31-90 Days CB-2 39192.69 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1851.74 Day 1 Yes 75.41 31-90 Days CB-3 1737.29 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11703.53 Day 1 No 539.50 31-90 Days E-1 10949.96 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12701.26 Day 1 No 175.12 7-30 Days E-2 12762.72 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38563.94 Day 1 No 1886.90 7-30 Days G-1 39147.31 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury