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 18669.05 Perpetual Yes 768.13 <7 Days L-11 17462.13 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34475.50 Perpetual Yes 1390.49 7-30 Days L-2 36538.38 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37513.94 Perpetual No 802.56 31-90 Days L-3 36508.25 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29925.00 Perpetual No 1483.48 <7 Days L-4 29738.39 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3459.29 Perpetual No 101.96 <7 Days L-5 3149.45 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39317.85 Perpetual No 74.67 <7 Days L-6 36405.04 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27055.76 Perpetual Yes 604.76 31-90 Days L-7 26297.93 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31352.48 Perpetual Yes 177.86 7-30 Days L-8 31637.36 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40264.42 Perpetual Yes 921.44 7-30 Days L-9 42822.51 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19554.50 Perpetual Yes 175.95 31-90 Days LC-1 19396.83 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41511.48 Perpetual No 817.51 31-90 Days LC-2 38312.12 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2816.42 Perpetual Yes 93.34 31-90 Days N-1 2904.36 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31674.52 Perpetual No 606.89 7-30 Days N-2 32754.36 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14442.59 Perpetual Yes 18.22 31-90 Days N-3 14214.38 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36838.95 Perpetual Yes 81.83 31-90 Days N-4 37374.57 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11363.93 Perpetual No 294.95 <7 Days N-5 10372.74 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4764.01 Perpetual No 2.77 7-30 Days N-6 5029.61 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12838.76 Perpetual No 575.35 7-30 Days N-7 13523.70 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26636.29 Perpetual Yes 1158.52 31-90 Days P-1 24356.92 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10709.95 Perpetual No 290.38 <7 Days P-2 10713.00 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11249.61 Perpetual No 12.61 31-90 Days S-8 10706.92 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9426.25 Perpetual No 164.00 31-90 Days Y-1 9208.39 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15391.13 Perpetual No 124.54 7-30 Days Y-2 15790.33 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38889.36 Perpetual Yes 431.60 <7 Days Y-3 39039.20 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29147.09 Perpetual No 239.69 <7 Days Y-4 28037.29 No T+1 Yes No Securities Finance