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 12855.95 75 - 82 Days No 318.60 7-30 Days S-3-Q 13463.95 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19510.13 75 - 82 Days Yes 694.79 <7 Days S-4-Q 18253.73 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20145.91 75 - 82 Days Yes 246.15 7-30 Days CB-3-Q 19273.94 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18944.31 75 - 82 Days No 298.60 <7 Days G-1-Q 20145.10 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30587.34 75 - 82 Days No 1515.55 7-30 Days G-2-Q 27733.29 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20113.22 75 - 82 Days No 309.96 31-90 Days G-3-Q 21806.39 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34223.65 75 - 82 Days Yes 381.15 7-30 Days S-5-Q 32712.90 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35048.43 75 - 82 Days Yes 1340.76 31-90 Days S-6-Q 35573.97 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17795.74 75 - 82 Days Yes 392.89 31-90 Days S-7-Q 16081.16 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30223.85 75 - 82 Days Yes 1091.49 <7 Days E-1-Q 32329.55 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26242.13 75 - 82 Days No 1000.35 7-30 Days E-2-Q 28391.43 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6855.46 75 - 82 Days No 187.55 7-30 Days IG-1-Q 7320.12 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22466.53 75 - 82 Days Yes 530.42 7-30 Days IG-2-Q 23770.30 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5174.37 75 - 82 Days No 257.67 31-90 Days C-1 5295.03 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21302.88 75 - 82 Days Yes 810.46 7-30 Days CB-4 20527.65 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17191.36 75 - 82 Days Yes 58.13 7-30 Days E-10 16909.49 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27836.26 75 - 82 Days No 796.75 31-90 Days E-3 30173.55 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33625.75 75 - 82 Days Yes 1030.05 7-30 Days E-4 36324.01 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17353.14 75 - 82 Days No 466.25 <7 Days E-5 17644.35 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18144.65 75 - 82 Days Yes 756.83 7-30 Days E-6 17217.88 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24704.07 75 - 82 Days Yes 533.10 7-30 Days E-7 26474.85 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43746.08 75 - 82 Days No 1385.10 <7 Days E-8 47411.92 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43490.71 75 - 82 Days No 1373.89 7-30 Days E-9 47126.70 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28024.09 75 - 82 Days Yes 545.15 7-30 Days G-4 26789.12 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12840.50 75 - 82 Days No 408.76 <7 Days IG-3 13709.05 No T+1 No No Funding