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 13441.66 Day 11 Yes 251.86 31-90 Days S-7 12246.33 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30619.54 Day 12 Yes 1125.56 7-30 Days A-0-Q 33355.49 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14770.95 Day 12 Yes 286.73 7-30 Days A-1-Q 13965.44 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14652.73 Day 12 Yes 303.06 7-30 Days A-2-Q 13577.26 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7193.30 Day 12 Yes 357.45 31-90 Days A-3-Q 6698.85 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3531.08 Day 12 Yes 70.43 7-30 Days A-4-Q 3810.51 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42551.37 Day 12 No 50.87 <7 Days A-5-Q 38758.32 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8376.17 Day 12 No 192.22 7-30 Days CB-1-Q 8633.28 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23431.26 Day 12 Yes 1139.17 <7 Days CB-2-Q 23335.47 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8286.80 Day 12 Yes 219.39 <7 Days S-1-Q 7506.69 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28533.90 Day 12 No 572.07 <7 Days S-2-Q 28696.40 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10411.74 Day 12 Yes 130.06 <7 Days S-3-Q 10553.84 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 196.80 Day 12 No 2.83 7-30 Days S-4-Q 196.87 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39775.26 Day 12 Yes 460.32 7-30 Days CB-3-Q 42584.36 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5852.70 Day 12 Yes 64.33 31-90 Days G-1-Q 5267.45 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5939.86 Day 12 Yes 188.78 7-30 Days G-2-Q 5673.99 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18842.81 Day 12 Yes 410.14 31-90 Days G-3-Q 20611.91 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23955.67 Day 12 Yes 1015.88 7-30 Days S-5-Q 24018.23 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38747.03 Day 12 Yes 530.60 31-90 Days S-6-Q 41865.35 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14576.87 Day 12 Yes 39.60 <7 Days S-7-Q 14170.07 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42124.64 Day 12 No 1457.70 <7 Days E-1-Q 40196.45 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38261.42 Day 12 Yes 1346.07 31-90 Days E-2-Q 37802.46 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43197.78 Day 12 No 940.72 7-30 Days IG-1-Q 45675.75 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17004.52 Day 12 No 5.29 <7 Days IG-2-Q 16103.95 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2720.76 Day 12 No 62.82 7-30 Days C-1 2625.24 No T+2 Yes No Treasury