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 1569.12 Day 12 Yes 6.31 <7 Days CB-3 1530.28 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16372.47 Day 12 Yes 419.42 31-90 Days E-1 15654.35 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17936.56 Day 12 No 592.20 7-30 Days E-2 18428.09 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 114.55 Day 12 No 1.21 7-30 Days G-1 114.74 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17375.83 Day 12 Yes 831.60 31-90 Days G-2 19067.27 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37012.92 Day 12 No 588.68 <7 Days G-3 34551.45 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43365.52 Day 12 No 1625.23 <7 Days IG-1 47341.34 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13156.91 Day 12 No 510.62 31-90 Days IG-2 13888.98 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21055.48 Day 12 Yes 424.43 <7 Days S-1 19733.75 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21291.02 Day 12 Yes 406.29 7-30 Days S-2 21223.59 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25568.55 Day 12 No 21.39 <7 Days S-3 24996.11 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18725.35 Day 12 No 69.30 31-90 Days S-4 19099.05 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29702.65 Day 12 Yes 339.41 <7 Days S-5 30699.81 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1889.50 Day 12 Yes 27.52 <7 Days S-6 1714.91 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36977.13 Day 12 Yes 284.42 <7 Days S-7 33937.77 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36594.68 Day 13 No 201.56 7-30 Days A-0-Q 38092.23 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2058.12 Day 13 Yes 84.53 31-90 Days A-1-Q 2002.03 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18973.19 Day 13 Yes 455.86 <7 Days A-2-Q 19746.65 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12038.98 Day 13 Yes 25.90 31-90 Days A-3-Q 11136.30 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6484.50 Day 13 No 261.09 7-30 Days A-4-Q 6996.59 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17659.56 Day 13 Yes 853.61 7-30 Days A-5-Q 18135.52 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22156.12 Day 13 Yes 670.82 <7 Days CB-1-Q 24130.14 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17605.32 Day 13 Yes 627.29 7-30 Days CB-2-Q 17863.67 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12919.87 Day 13 No 152.11 <7 Days S-1-Q 12287.85 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35145.73 Day 13 No 1625.85 7-30 Days S-2-Q 34884.22 No T+1 Yes No Securities Finance