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 43526.68 180 - 270 Days Yes 1235.90 31-90 Days G-3-Q 39812.36 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37349.53 180 - 270 Days No 39.19 <7 Days S-5-Q 40025.66 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7830.24 180 - 270 Days Yes 288.95 31-90 Days S-6-Q 7614.71 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31020.19 180 - 270 Days Yes 1153.77 <7 Days S-7-Q 28735.63 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41593.59 180 - 270 Days Yes 1079.44 <7 Days E-1-Q 45205.62 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20093.99 180 - 270 Days Yes 673.18 31-90 Days E-2-Q 18835.42 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31230.48 180 - 270 Days Yes 1414.05 31-90 Days IG-1-Q 30958.27 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31447.90 180 - 270 Days Yes 1096.76 31-90 Days IG-2-Q 33900.32 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37425.54 180 - 270 Days No 302.09 <7 Days C-1 38423.85 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24745.04 180 - 270 Days No 581.05 <7 Days CB-4 24133.38 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28592.12 180 - 270 Days No 842.29 <7 Days E-10 30807.62 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41719.13 180 - 270 Days Yes 955.56 31-90 Days E-3 44110.28 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33807.30 180 - 270 Days No 1667.77 7-30 Days E-4 34261.97 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7224.59 180 - 270 Days Yes 330.07 31-90 Days E-5 7182.21 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14615.02 180 - 270 Days No 595.78 7-30 Days E-6 14688.99 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36463.14 180 - 270 Days Yes 1583.45 31-90 Days E-7 33103.68 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12714.37 180 - 270 Days Yes 153.20 31-90 Days E-8 13521.09 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44021.01 180 - 270 Days Yes 620.75 7-30 Days E-9 43665.00 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2733.47 180 - 270 Days Yes 101.20 <7 Days G-4 2786.09 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27564.12 180 - 270 Days Yes 423.70 <7 Days IG-3 26469.09 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10159.15 180 - 270 Days No 311.61 7-30 Days IG-4 9388.70 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41137.66 180 - 270 Days Yes 313.59 31-90 Days IG-5 45066.25 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43830.32 180 - 270 Days Yes 2051.61 31-90 Days IG-6 48091.78 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32664.80 180 - 270 Days No 340.64 <7 Days IG-7 33578.29 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43658.20 180 - 270 Days Yes 1831.72 7-30 Days IG-8 46336.00 Yes T+2 No Yes Liberty Wealth Management LLC Trading