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 1409.00 Day 26 Yes 26.78 7-30 Days N-1 1536.09 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22185.87 Day 26 No 870.12 <7 Days N-2 21597.14 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12699.06 Day 26 No 312.16 31-90 Days N-3 13715.48 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 677.98 Day 26 Yes 15.80 <7 Days N-4 692.95 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9633.90 Day 26 Yes 188.39 31-90 Days N-5 9325.83 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30521.73 Day 26 No 163.39 31-90 Days N-6 30829.43 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22227.76 Day 26 Yes 685.85 7-30 Days N-7 24186.38 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37045.03 Day 26 No 622.48 <7 Days P-1 34398.73 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5952.33 Day 26 No 113.59 <7 Days P-2 6068.77 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13985.78 Day 26 Yes 445.08 <7 Days S-8 14956.61 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42743.34 Day 26 No 2129.13 31-90 Days Y-1 42842.53 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21633.94 Day 26 No 646.87 <7 Days Y-2 23242.91 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31868.91 Day 26 Yes 500.63 31-90 Days Y-3 32903.88 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38324.23 Day 26 Yes 1016.29 31-90 Days Y-4 41278.05 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29686.94 Day 26 No 480.41 31-90 Days Z-1 27301.19 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42481.95 Day 26 No 626.41 31-90 Days A-2 38431.02 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11800.05 Day 26 No 87.18 <7 Days A-3 11783.44 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4839.67 Day 26 Yes 91.69 31-90 Days A-4 5100.65 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15881.93 Day 26 Yes 335.82 7-30 Days A-5 15400.49 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8471.52 Day 26 Yes 374.63 7-30 Days CB-1 8712.69 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23739.39 Day 26 No 332.91 7-30 Days CB-2 22688.28 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36237.88 Day 26 Yes 1753.05 <7 Days CB-3 35769.78 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30496.44 Day 26 No 1161.04 <7 Days E-1 31035.89 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42813.39 Day 26 Yes 1668.33 <7 Days E-2 44485.36 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4745.55 Day 26 Yes 30.25 31-90 Days G-1 4786.83 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury