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 11186.03 Day 40 No 253.72 7-30 Days N-5 12173.08 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34741.45 Day 40 No 1613.83 31-90 Days N-6 31838.52 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11199.71 Day 40 Yes 311.77 31-90 Days N-7 10844.61 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7771.16 Day 40 Yes 223.73 <7 Days P-1 7753.04 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33839.30 Day 40 No 1294.21 31-90 Days P-2 33803.74 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34239.18 Day 40 No 581.91 7-30 Days S-8 35628.98 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3690.83 Day 40 Yes 70.32 7-30 Days Y-1 3879.79 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34897.92 Day 40 Yes 269.28 <7 Days Y-2 38003.92 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26491.44 Day 40 Yes 899.34 31-90 Days Y-3 25592.84 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9735.45 Day 40 No 218.45 7-30 Days Y-4 9499.41 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43323.42 Day 40 Yes 1723.02 <7 Days Z-1 43105.23 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20298.69 Day 40 Yes 173.73 7-30 Days A-2 18988.03 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4609.54 Day 40 Yes 133.80 7-30 Days A-3 4939.75 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6292.79 Day 40 No 233.35 <7 Days A-4 5785.41 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38085.28 Day 40 No 1102.57 31-90 Days A-5 39947.74 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25163.06 Day 40 No 672.51 7-30 Days CB-1 23357.72 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11246.74 Day 40 No 493.39 31-90 Days CB-2 10402.44 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38126.94 Day 40 Yes 1813.15 <7 Days CB-3 36427.01 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26452.84 Day 40 No 534.16 31-90 Days E-1 25590.80 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5019.23 Day 40 No 208.34 31-90 Days E-2 5381.33 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8102.21 Day 40 No 320.24 7-30 Days G-1 8128.95 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16705.30 Day 40 No 684.77 7-30 Days G-2 16067.65 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13027.29 Day 40 Yes 558.85 7-30 Days G-3 12401.02 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13773.86 Day 40 Yes 649.74 31-90 Days IG-1 13984.57 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42834.33 Day 40 Yes 588.41 <7 Days IG-2 43243.77 Yes T+2 Yes No Funding