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 10629.89 Day 19 Yes 424.99 <7 Days E-2 9984.63 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22221.67 Day 19 Yes 1047.53 7-30 Days G-1 23766.80 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15639.97 Day 19 No 350.58 <7 Days G-2 14264.03 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6836.67 Day 19 Yes 245.57 <7 Days G-3 6842.90 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26725.09 Day 19 No 222.18 <7 Days IG-1 28317.82 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27227.97 Day 19 No 860.00 31-90 Days IG-2 27267.47 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9803.10 Day 19 No 232.41 <7 Days S-1 9682.56 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9038.48 Day 19 Yes 136.06 31-90 Days S-2 9276.73 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24443.79 Day 19 No 449.79 <7 Days S-3 23521.52 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29488.40 Day 19 Yes 1180.22 7-30 Days S-4 31785.46 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25778.10 Day 19 No 159.13 7-30 Days S-5 28002.22 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16406.58 Day 19 No 192.50 7-30 Days S-6 15426.36 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9303.89 Day 19 No 415.82 7-30 Days S-7 8432.14 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25821.88 Day 20 No 140.58 <7 Days A-0-Q 28000.47 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40864.27 Day 20 No 750.31 31-90 Days A-1-Q 40642.80 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5250.41 Day 20 Yes 220.08 7-30 Days A-2-Q 5475.66 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10973.59 Day 20 Yes 74.45 <7 Days A-3-Q 10506.32 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11138.49 Day 20 No 422.68 31-90 Days A-4-Q 11488.98 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30059.17 Day 20 No 1333.01 <7 Days A-5-Q 28597.07 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16439.06 Day 20 No 81.39 <7 Days CB-1-Q 16281.04 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14908.64 Day 20 No 9.44 31-90 Days CB-2-Q 13561.70 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38063.45 Day 20 No 911.96 7-30 Days S-1-Q 36101.52 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22599.05 Day 20 Yes 590.21 31-90 Days S-2-Q 21939.75 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3293.06 Day 20 No 28.38 <7 Days S-3-Q 3343.42 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30458.33 Day 20 Yes 1268.94 31-90 Days S-4-Q 28464.97 Yes T+2 No No Funding