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 33965.64 Day 21 No 1181.63 7-30 Days L-7 33768.07 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2484.73 Day 21 Yes 9.25 7-30 Days L-8 2579.80 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18481.53 Day 21 Yes 137.71 7-30 Days L-9 16727.29 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33696.84 Day 21 No 1201.42 <7 Days LC-1 32040.52 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36966.12 Day 21 Yes 1336.84 <7 Days LC-2 39722.41 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29506.44 Day 21 Yes 396.72 31-90 Days N-1 29131.79 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27298.78 Day 21 Yes 1257.00 7-30 Days N-2 27182.88 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3218.86 Day 21 Yes 16.88 31-90 Days N-3 3369.57 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21727.27 Day 21 Yes 402.13 31-90 Days N-4 22711.49 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18925.00 Day 21 No 465.57 31-90 Days N-5 19305.97 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22475.58 Day 21 No 739.57 <7 Days N-6 22752.58 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36310.86 Day 21 No 1407.28 31-90 Days N-7 38080.83 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28215.02 Day 21 No 49.43 31-90 Days P-1 30959.91 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9350.12 Day 21 No 179.81 31-90 Days P-2 9632.40 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26296.71 Day 21 Yes 348.00 7-30 Days S-8 26351.23 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22010.11 Day 21 No 7.57 31-90 Days Y-1 22098.28 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19481.06 Day 21 No 2.34 31-90 Days Y-2 20585.26 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13847.31 Day 21 No 121.80 <7 Days Y-3 14460.00 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6703.75 Day 21 No 103.33 7-30 Days Y-4 7081.74 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13136.18 Day 21 Yes 188.40 31-90 Days Z-1 13399.55 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41657.04 Day 21 Yes 791.78 7-30 Days A-2 45187.69 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36341.96 Day 21 No 379.77 31-90 Days A-3 37694.57 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20956.69 Day 21 No 934.79 <7 Days A-4 19309.22 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26728.72 Day 21 Yes 422.50 <7 Days A-5 25230.98 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24663.62 Day 21 No 648.70 31-90 Days CB-1 24442.76 No T+1 No No Securities Finance