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 No 43523.37 Day 36 No 1226.84 7-30 Days G-1-Q 40472.08 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11899.36 Day 36 Yes 141.32 31-90 Days G-2-Q 12440.96 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5618.51 Day 36 No 89.58 <7 Days G-3-Q 6131.36 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37200.74 Day 36 Yes 1105.31 7-30 Days S-5-Q 34805.36 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10517.76 Day 36 Yes 237.19 7-30 Days S-6-Q 10213.73 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33592.86 Day 36 Yes 1178.24 <7 Days S-7-Q 33904.35 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17520.54 Day 36 No 398.13 7-30 Days E-1-Q 17993.70 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23780.64 Day 36 Yes 290.45 7-30 Days E-2-Q 24392.47 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41277.76 Day 36 Yes 181.84 7-30 Days IG-1-Q 44990.11 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15387.34 Day 36 No 631.15 7-30 Days IG-2-Q 15047.04 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39086.95 Day 36 Yes 1316.53 31-90 Days C-1 40958.88 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28783.36 Day 36 No 512.30 7-30 Days CB-4 31649.44 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23754.77 Day 36 No 447.54 <7 Days E-10 22816.85 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39505.99 Day 36 Yes 198.85 7-30 Days E-3 42806.63 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27462.67 Day 36 Yes 299.87 <7 Days E-4 29267.70 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24021.26 Day 36 No 843.97 <7 Days E-5 23387.56 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17299.52 Day 36 Yes 330.88 31-90 Days E-6 18151.77 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31812.09 Day 36 Yes 572.48 <7 Days E-7 30015.13 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43258.33 Day 36 No 1736.35 7-30 Days E-8 44547.17 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37716.95 Day 36 No 583.15 <7 Days E-9 40877.88 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25794.70 Day 36 Yes 578.70 7-30 Days G-4 26033.07 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24929.83 Day 36 No 748.82 7-30 Days IG-3 23992.87 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40236.68 Day 36 No 268.59 7-30 Days IG-4 40988.82 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39337.30 Day 36 No 543.28 <7 Days IG-5 41970.21 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9241.49 Day 36 No 67.77 31-90 Days IG-6 9289.36 No T+0 No No Trading