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 19316.70 Day 27 Yes 799.00 31-90 Days G-2-Q 18272.81 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41649.98 Day 27 Yes 691.85 7-30 Days G-3-Q 44627.12 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12574.87 Day 27 Yes 425.78 31-90 Days S-5-Q 13749.59 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4353.96 Day 27 Yes 89.56 31-90 Days S-6-Q 3940.13 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36590.41 Day 27 Yes 1772.62 7-30 Days S-7-Q 33670.30 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42235.83 Day 27 No 432.89 31-90 Days E-1-Q 42633.30 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36893.06 Day 27 Yes 1084.38 7-30 Days E-2-Q 40097.13 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1123.02 Day 27 Yes 29.55 31-90 Days IG-1-Q 1169.89 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28568.53 Day 27 No 585.92 <7 Days IG-2-Q 27632.06 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18981.33 Day 27 Yes 927.52 <7 Days C-1 18825.31 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7160.60 Day 27 No 325.15 31-90 Days CB-4 6519.29 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14361.94 Day 27 No 427.54 <7 Days E-10 15630.28 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28292.03 Day 27 Yes 863.06 31-90 Days E-3 30088.94 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38543.95 Day 27 No 47.33 31-90 Days E-4 39470.32 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10245.65 Day 27 Yes 147.32 7-30 Days E-5 10050.61 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6217.72 Day 27 No 16.46 7-30 Days E-6 5956.06 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9087.52 Day 27 Yes 331.18 31-90 Days E-7 9543.30 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13321.13 Day 27 Yes 427.04 <7 Days E-8 12162.37 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10662.40 Day 27 No 183.89 31-90 Days E-9 9629.61 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7972.07 Day 27 Yes 106.26 <7 Days G-4 8262.08 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5120.25 Day 27 Yes 81.52 7-30 Days IG-3 5187.23 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37675.13 Day 27 No 1619.48 <7 Days IG-4 36048.86 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10109.16 Day 27 No 238.10 31-90 Days IG-5 9884.96 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26962.99 Day 27 Yes 833.52 7-30 Days IG-6 28341.75 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1653.33 Day 27 No 35.32 7-30 Days IG-7 1498.40 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading