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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36408.73 Day 13 No 1590.54 <7 Days N-4 39979.84 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30112.93 Day 13 Yes 1304.88 <7 Days N-5 31899.67 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30754.39 Day 13 Yes 1009.39 7-30 Days N-6 30104.07 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31387.07 Day 13 No 677.26 <7 Days N-7 32463.35 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27785.56 Day 13 No 1002.76 <7 Days P-1 29029.23 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19016.58 Day 13 Yes 738.74 31-90 Days P-2 19613.05 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2964.96 Day 13 No 52.97 31-90 Days S-8 3237.28 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22140.92 Day 13 No 226.13 7-30 Days Y-1 21805.00 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26206.28 Day 13 No 672.33 7-30 Days Y-2 27154.05 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27737.90 Day 13 No 157.69 31-90 Days Y-3 26295.95 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20256.18 Day 13 Yes 821.02 31-90 Days Y-4 22261.09 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23354.44 Day 13 Yes 224.77 31-90 Days Z-1 22764.41 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10415.38 Day 13 Yes 366.58 <7 Days A-2 10519.60 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4853.00 Day 13 Yes 69.54 <7 Days A-3 5265.67 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40465.32 Day 13 No 1763.93 31-90 Days A-4 39382.82 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29477.18 Day 13 No 1423.98 <7 Days A-5 31760.32 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2313.68 Day 13 Yes 64.27 <7 Days CB-1 2393.76 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39528.42 Day 13 Yes 1835.58 <7 Days CB-2 35773.56 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33537.69 Day 13 Yes 458.02 <7 Days CB-3 34926.02 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18006.82 Day 13 No 419.52 7-30 Days E-1 17842.36 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34768.03 Day 13 Yes 518.50 7-30 Days E-2 38162.26 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36865.93 Day 13 No 1435.59 <7 Days G-1 35641.78 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30700.96 Day 13 No 358.73 7-30 Days G-2 31059.33 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22555.25 Day 13 No 988.10 31-90 Days G-3 21820.92 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31290.83 Day 13 No 1430.08 <7 Days IG-1 33339.89 No T+0 No Yes Liberty Capital Markets Inc. Trading