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 3709.31 Perpetual Yes 53.96 7-30 Days Z-1 3619.74 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11647.97 Perpetual No 22.89 31-90 Days A-2 10703.38 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41092.07 Perpetual No 1122.23 31-90 Days A-3 38958.13 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43277.24 Perpetual No 611.21 <7 Days A-4 46396.42 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20216.31 Perpetual No 473.93 31-90 Days A-5 21750.38 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13915.60 Perpetual No 673.23 <7 Days CB-1 12940.81 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6936.63 Perpetual Yes 221.82 31-90 Days CB-2 6924.69 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 774.17 Perpetual No 18.58 31-90 Days CB-3 718.76 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19991.84 Perpetual No 535.54 <7 Days E-1 18400.82 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4503.70 Perpetual No 71.95 31-90 Days E-2 4188.55 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19329.91 Perpetual Yes 953.29 7-30 Days G-1 20936.64 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3206.07 Perpetual Yes 128.88 31-90 Days G-2 3119.15 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43198.87 Perpetual Yes 184.29 7-30 Days G-3 41624.92 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 671.21 Perpetual Yes 2.22 <7 Days IG-1 704.63 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13059.71 Perpetual No 579.16 31-90 Days IG-2 14070.28 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16985.95 Perpetual No 397.27 31-90 Days S-1 15532.58 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40803.26 Perpetual Yes 1276.07 31-90 Days S-2 43719.32 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11358.80 Perpetual Yes 566.75 7-30 Days S-3 10682.36 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41431.03 Perpetual No 1185.13 31-90 Days S-4 40035.52 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31699.95 Perpetual Yes 308.00 7-30 Days S-5 30490.79 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33946.50 Perpetual No 957.12 31-90 Days S-6 32112.19 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7228.56 Perpetual Yes 268.11 <7 Days S-7 7710.64 No T+1 No Yes Liberty Capital Markets Inc. Treasury