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 38814.15 Day 57 Yes 993.87 7-30 Days L-3 41624.25 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14600.13 Day 57 No 704.10 <7 Days L-4 13830.66 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13024.08 Day 57 No 639.68 7-30 Days L-5 14127.22 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4221.38 Day 57 No 160.85 31-90 Days L-6 3818.64 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11065.43 Day 57 Yes 286.34 <7 Days L-7 10413.62 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40944.12 Day 57 No 1251.13 31-90 Days L-8 41941.96 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31651.21 Day 57 Yes 1422.95 <7 Days L-9 29743.82 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29203.16 Day 57 Yes 121.17 <7 Days LC-1 29973.50 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41079.38 Day 57 Yes 1008.98 <7 Days LC-2 38151.65 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5922.40 Day 57 No 20.55 31-90 Days N-1 6353.07 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19607.93 Day 57 Yes 723.66 <7 Days N-2 20021.46 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26608.01 Day 57 No 350.46 31-90 Days N-3 25151.89 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26323.87 Day 57 No 1285.47 <7 Days N-4 26112.29 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2612.24 Day 57 Yes 65.54 7-30 Days N-5 2821.35 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26340.82 Day 57 No 556.15 <7 Days N-6 25679.73 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30136.70 Day 57 No 859.30 31-90 Days N-7 28857.90 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30072.26 Day 57 No 11.15 <7 Days P-1 27085.90 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7377.92 Day 57 Yes 353.03 31-90 Days P-2 6763.84 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32562.41 Day 57 Yes 525.53 <7 Days S-8 34612.68 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7617.89 Day 57 Yes 159.88 7-30 Days Y-1 6863.16 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 502.86 Day 57 Yes 3.26 <7 Days Y-2 528.18 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19287.87 Day 57 No 870.66 31-90 Days Y-3 17687.46 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39433.25 Day 57 Yes 1463.94 <7 Days Y-4 37585.40 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1480.34 Day 57 No 58.87 31-90 Days Z-1 1576.64 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2773.66 Day 57 Yes 74.48 <7 Days A-2 2765.54 No T+2 No Yes Liberty International Finance Ltd. Trading