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 41165.41 Perpetual Yes 863.65 7-30 Days S-6-Q 44663.01 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34541.91 Perpetual Yes 734.75 <7 Days S-7-Q 33227.95 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32336.48 Perpetual No 692.49 7-30 Days E-1-Q 29263.85 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28854.21 Perpetual No 572.51 31-90 Days E-2-Q 30357.52 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17882.55 Perpetual No 584.94 31-90 Days IG-1-Q 16329.31 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9433.26 Perpetual Yes 288.58 31-90 Days IG-2-Q 9243.57 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32499.57 Perpetual Yes 293.22 31-90 Days C-1 29490.94 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21642.76 Perpetual Yes 716.00 31-90 Days CB-4 22485.99 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25342.96 Perpetual Yes 425.39 7-30 Days E-10 24827.72 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31835.76 Perpetual Yes 285.68 <7 Days E-3 31961.76 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22705.56 Perpetual Yes 738.20 31-90 Days E-4 21921.03 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33445.49 Perpetual No 1247.08 31-90 Days E-5 30862.00 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24205.60 Perpetual Yes 564.17 <7 Days E-6 22789.89 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26531.92 Perpetual No 124.78 31-90 Days E-7 26264.71 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21172.47 Perpetual No 393.81 7-30 Days E-8 22614.88 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38044.19 Perpetual Yes 453.51 7-30 Days E-9 40575.00 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1274.09 Perpetual No 6.53 <7 Days G-4 1178.63 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27696.29 Perpetual Yes 689.62 7-30 Days IG-3 28820.72 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31731.85 Perpetual No 335.04 <7 Days IG-4 29084.11 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 376.85 Perpetual No 17.19 <7 Days IG-5 408.42 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34237.20 Perpetual No 1357.46 7-30 Days IG-6 31832.69 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36292.18 Perpetual No 1740.82 31-90 Days IG-7 36654.05 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19298.02 Perpetual Yes 610.08 31-90 Days IG-8 17638.81 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24987.05 Perpetual Yes 175.01 31-90 Days L-1 25843.08 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30230.28 Perpetual Yes 3.87 31-90 Days L-10 29352.73 Yes T+0 No No Treasury