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 39195.89 Day 32 Yes 1819.53 7-30 Days L-3 35890.78 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12925.62 Day 32 No 530.24 31-90 Days L-4 11634.65 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29025.62 Day 32 No 937.25 <7 Days L-5 26127.47 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24025.71 Day 32 No 1025.82 7-30 Days L-6 21705.54 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26644.21 Day 32 Yes 104.98 <7 Days L-7 24468.34 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32554.18 Day 32 No 415.17 7-30 Days L-8 29395.54 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21099.26 Day 32 Yes 7.42 31-90 Days L-9 19180.89 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17515.33 Day 32 No 768.98 7-30 Days LC-1 18731.31 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21627.38 Day 32 No 189.32 31-90 Days LC-2 21802.05 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13847.42 Day 32 No 0.90 <7 Days N-1 13180.95 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28924.20 Day 32 Yes 526.64 31-90 Days N-2 27236.43 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3944.52 Day 32 Yes 122.72 7-30 Days N-3 4204.65 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 396.90 Day 32 No 15.25 <7 Days N-4 415.22 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41818.32 Day 32 Yes 190.80 <7 Days N-5 38863.99 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38767.67 Day 32 Yes 584.58 <7 Days N-6 39116.62 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34278.74 Day 32 Yes 832.58 <7 Days N-7 35441.69 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23978.41 Day 32 No 319.57 <7 Days P-1 22052.85 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12376.69 Day 32 Yes 367.50 7-30 Days P-2 11942.56 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32602.62 Day 32 No 1417.72 <7 Days S-8 33837.92 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5198.28 Day 32 Yes 13.93 <7 Days Y-1 5408.34 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27245.70 Day 32 Yes 938.13 <7 Days Y-2 24889.22 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26587.67 Day 32 Yes 836.45 7-30 Days Y-3 24180.31 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39889.02 Day 32 No 759.89 31-90 Days Y-4 39914.99 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36807.32 Day 32 No 1555.51 7-30 Days Z-1 33727.60 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21102.17 Day 32 Yes 106.12 31-90 Days A-2 19969.93 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance