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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6610.33 Day 33 Yes 99.24 <7 Days E-3 7029.87 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24308.77 Day 33 No 981.58 31-90 Days E-4 22571.43 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12516.82 Day 33 No 542.19 <7 Days E-5 11357.23 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39646.19 Day 33 Yes 1283.53 <7 Days E-6 38777.61 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18775.55 Day 33 No 134.49 <7 Days E-7 18934.91 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9289.93 Day 33 Yes 75.91 7-30 Days E-8 8520.08 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16074.97 Day 33 Yes 730.47 <7 Days E-9 15268.68 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1048.98 Day 33 No 50.95 31-90 Days G-4 1073.20 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28332.08 Day 33 No 1258.24 <7 Days IG-3 26833.48 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13918.68 Day 33 Yes 204.96 7-30 Days IG-4 14972.56 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8210.61 Day 33 No 377.95 <7 Days IG-5 8278.40 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38814.39 Day 33 No 1062.37 7-30 Days IG-6 35915.93 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41379.02 Day 33 No 1017.03 <7 Days IG-7 45205.47 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37570.59 Day 33 No 12.31 7-30 Days IG-8 36341.14 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15582.66 Day 33 Yes 280.20 31-90 Days L-1 15337.46 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4570.06 Day 33 Yes 164.12 31-90 Days L-10 4363.68 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34028.49 Day 33 No 1695.45 31-90 Days L-11 30659.48 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27410.12 Day 33 Yes 905.17 <7 Days L-2 26523.92 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34604.46 Day 33 No 796.71 7-30 Days L-3 35987.49 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 692.44 Day 33 No 15.00 7-30 Days L-4 720.96 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21615.79 Day 33 No 808.81 7-30 Days L-5 22896.20 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28257.62 Day 33 No 16.93 31-90 Days L-6 26590.43 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23296.83 Day 33 Yes 1157.63 <7 Days L-7 25177.21 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21790.25 Day 33 No 413.24 7-30 Days L-8 20948.38 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30106.18 Day 33 No 3.81 31-90 Days L-9 32292.26 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury