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 583.70 Day 60 No 21.84 31-90 Days LC-2 541.80 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4166.74 Day 60 Yes 201.65 <7 Days N-1 3772.77 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22350.05 Day 60 Yes 182.90 7-30 Days N-2 22346.77 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17527.74 Day 60 No 69.74 31-90 Days N-3 16463.82 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30883.62 Day 60 Yes 995.20 31-90 Days N-4 28360.98 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40295.06 Day 60 No 991.77 7-30 Days N-5 42162.29 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36442.15 Day 60 Yes 371.67 31-90 Days N-6 38100.86 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4221.32 Day 60 No 121.95 <7 Days N-7 3942.58 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23891.08 Day 60 Yes 829.32 <7 Days P-1 23626.79 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31300.98 Day 60 Yes 311.60 <7 Days P-2 30863.23 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9248.76 Day 60 Yes 249.54 7-30 Days S-8 8880.78 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23356.41 Day 60 Yes 1158.32 <7 Days Y-1 21573.14 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36014.46 Day 60 No 1456.85 <7 Days Y-2 34747.14 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43038.16 Day 60 Yes 137.78 <7 Days Y-3 43658.58 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35736.57 Day 60 Yes 921.22 7-30 Days Y-4 38128.80 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42996.16 Day 60 Yes 435.53 <7 Days Z-1 44370.03 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35018.32 Day 60 No 900.56 31-90 Days A-2 32698.99 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27225.29 Day 60 Yes 289.39 7-30 Days A-3 27062.44 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13659.22 Day 60 Yes 289.01 31-90 Days A-4 12731.93 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41568.55 Day 60 Yes 585.03 <7 Days A-5 41225.62 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3690.95 Day 60 No 169.45 <7 Days CB-1 3589.71 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15340.18 Day 60 Yes 543.22 7-30 Days CB-2 14190.13 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12662.05 Day 60 No 505.63 31-90 Days CB-3 11438.84 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6372.13 Day 60 No 47.55 7-30 Days E-1 5858.95 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12385.18 Day 60 Yes 235.54 31-90 Days E-2 13238.99 Yes T+2 No No Securities Finance