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 42652.80 Day 4 Yes 813.76 <7 Days P-2 40058.66 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15520.38 Day 4 Yes 750.73 <7 Days S-8 15598.11 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35214.43 Day 4 No 846.32 31-90 Days Y-1 37554.23 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27871.54 Day 4 Yes 669.78 31-90 Days Y-2 28174.91 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15260.16 Day 4 No 89.98 31-90 Days Y-3 16263.68 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23421.66 Day 4 Yes 624.64 31-90 Days Y-4 23886.05 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34600.65 Day 4 Yes 1191.97 31-90 Days Z-1 31438.48 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6752.47 Day 4 Yes 172.87 <7 Days A-2 6189.97 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32882.10 Day 4 No 1026.11 31-90 Days A-3 32269.18 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31619.49 Day 4 Yes 808.77 7-30 Days A-4 31667.00 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14795.05 Day 4 Yes 615.60 31-90 Days A-5 13992.20 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25771.07 Day 4 Yes 374.38 31-90 Days CB-1 25541.72 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 631.45 Day 4 No 24.42 7-30 Days CB-2 609.52 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43551.22 Day 4 No 1856.46 31-90 Days CB-3 45110.86 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32159.81 Day 4 Yes 416.13 <7 Days E-1 29010.88 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1557.61 Day 4 Yes 30.51 7-30 Days E-2 1509.07 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30981.99 Day 4 Yes 340.46 31-90 Days G-1 32058.66 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43800.50 Day 4 Yes 1945.48 31-90 Days G-2 47800.03 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38563.90 Day 4 No 212.38 <7 Days G-3 42150.26 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44030.08 Day 4 No 1457.57 31-90 Days IG-1 46868.63 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44051.17 Day 4 No 373.45 <7 Days IG-2 39966.75 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40859.31 Day 4 Yes 1568.96 31-90 Days S-1 43252.60 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35083.95 Day 4 Yes 1702.55 <7 Days S-2 32093.12 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4184.54 Day 4 No 135.97 7-30 Days S-3 4348.76 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2795.78 Day 4 No 10.30 7-30 Days S-4 2875.39 No T+0 No Yes Liberty Capital Markets Inc. Trading