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 17143.83 Day 60 No 403.75 31-90 Days G-1 17263.03 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9641.55 Day 60 No 218.82 7-30 Days G-2 10364.85 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39086.33 Day 60 No 1448.42 31-90 Days G-3 37578.51 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30645.40 Day 60 No 1522.87 31-90 Days IG-1 32325.26 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7207.44 Day 60 No 316.47 <7 Days IG-2 7109.58 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32331.64 Day 60 No 1310.97 31-90 Days S-1 32699.44 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18283.90 Day 60 No 765.00 7-30 Days S-2 18870.62 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42859.77 Day 60 No 606.31 31-90 Days S-3 40205.39 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29847.64 Day 60 No 628.71 <7 Days S-4 29754.66 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1232.28 Day 60 No 16.34 <7 Days S-5 1330.83 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36763.23 Day 60 Yes 619.88 <7 Days S-6 37597.28 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2231.28 Day 60 No 33.08 7-30 Days S-7 2407.86 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8898.99 61 - 67 Days Yes 126.12 31-90 Days A-0-Q 8839.42 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34511.93 61 - 67 Days Yes 1036.53 <7 Days A-1-Q 31465.40 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34191.66 61 - 67 Days Yes 284.50 7-30 Days A-2-Q 36195.47 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6434.73 61 - 67 Days No 256.37 <7 Days A-3-Q 6350.32 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26525.00 61 - 67 Days No 448.96 31-90 Days A-4-Q 26305.40 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20298.64 61 - 67 Days Yes 128.52 31-90 Days A-5-Q 18605.58 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 479.66 61 - 67 Days Yes 21.15 31-90 Days CB-1-Q 486.28 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18953.22 61 - 67 Days Yes 317.17 <7 Days CB-2-Q 18790.63 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3067.25 61 - 67 Days No 39.04 <7 Days S-1-Q 2946.94 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33915.32 61 - 67 Days No 336.30 7-30 Days S-2-Q 35677.73 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14610.38 61 - 67 Days No 418.67 <7 Days S-3-Q 13197.64 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41821.87 61 - 67 Days Yes 1971.84 <7 Days S-4-Q 39001.99 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17725.63 61 - 67 Days Yes 9.93 <7 Days CB-3-Q 15963.92 No T+2 No Yes Liberty International Finance Ltd. Securities Finance