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 30292.14 Day 45 Yes 1136.89 31-90 Days S-8 28617.51 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22402.86 Day 45 No 247.54 7-30 Days Y-1 22616.19 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 864.67 Day 45 No 40.05 7-30 Days Y-2 817.38 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15431.10 Day 45 No 584.35 7-30 Days Y-3 16713.49 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16318.36 Day 45 Yes 456.50 <7 Days Y-4 15529.66 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38655.56 Day 45 No 325.59 <7 Days Z-1 39673.96 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15192.09 Day 45 Yes 506.77 <7 Days A-2 14222.73 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17064.43 Day 45 No 547.62 <7 Days A-3 16707.69 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17284.06 Day 45 No 733.08 <7 Days A-4 17471.26 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18612.47 Day 45 Yes 492.11 7-30 Days A-5 18058.46 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13652.72 Day 45 No 311.05 7-30 Days CB-1 12379.26 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23914.13 Day 45 No 531.59 31-90 Days CB-2 23583.51 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21058.22 Day 45 Yes 580.70 <7 Days CB-3 22719.81 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35729.96 Day 45 Yes 1665.08 31-90 Days E-1 36399.93 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25649.57 Day 45 No 973.65 7-30 Days E-2 26366.55 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25161.34 Day 45 Yes 229.46 7-30 Days G-1 27213.47 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25200.78 Day 45 No 253.65 <7 Days G-2 22736.58 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9147.95 Day 45 No 421.42 31-90 Days G-3 9307.48 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38506.53 Day 45 No 1292.04 31-90 Days IG-1 38247.79 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24296.51 Day 45 No 490.33 7-30 Days IG-2 22915.13 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13357.04 Day 45 No 122.19 7-30 Days S-1 14142.34 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39822.34 Day 45 No 875.70 7-30 Days S-2 38768.81 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18390.31 Day 45 No 164.13 31-90 Days S-3 18176.06 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13328.68 Day 45 Yes 3.66 31-90 Days S-4 14051.49 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8844.36 Day 45 Yes 46.08 7-30 Days S-5 8244.36 No T+0 No No Funding