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 11885.50 Day 13 No 142.33 31-90 Days P-1 11467.97 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20304.71 Day 13 Yes 185.20 7-30 Days P-2 18369.79 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40689.83 Day 13 No 1964.91 7-30 Days S-8 42168.82 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41642.31 Day 13 No 308.66 7-30 Days Y-1 45636.96 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7210.76 Day 13 No 87.04 <7 Days Y-2 6590.29 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33595.02 Day 13 Yes 910.14 <7 Days Y-3 34320.24 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 606.61 Day 13 No 25.06 31-90 Days Y-4 567.18 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30984.22 Day 13 Yes 1454.59 7-30 Days Z-1 32647.87 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11892.40 Day 13 Yes 445.82 31-90 Days A-2 12858.53 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17142.24 Day 13 Yes 394.06 <7 Days A-3 17580.24 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38051.36 Day 13 Yes 1691.48 <7 Days A-4 39144.38 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23758.97 Day 13 No 277.24 31-90 Days A-5 22828.03 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31456.82 Day 13 No 1437.17 7-30 Days CB-1 33683.93 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40744.73 Day 13 Yes 1485.64 7-30 Days CB-2 40009.97 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9379.89 Day 13 Yes 122.54 31-90 Days CB-3 10062.93 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18224.79 Day 13 No 32.91 <7 Days E-1 19731.27 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9341.70 Day 13 No 316.35 <7 Days E-2 9842.40 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15070.49 Day 13 Yes 71.29 <7 Days G-1 15717.11 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23064.43 Day 13 No 804.84 7-30 Days G-2 22918.56 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21502.80 Day 13 Yes 68.25 7-30 Days G-3 21293.58 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23009.26 Day 13 No 803.14 31-90 Days IG-1 24624.09 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14591.59 Day 13 Yes 463.90 7-30 Days IG-2 14862.36 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39992.72 Day 13 Yes 1998.04 7-30 Days S-1 41309.24 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34862.44 Day 13 No 1602.44 <7 Days S-2 38134.49 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43824.50 Day 13 No 1800.05 <7 Days S-3 40112.80 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury