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 18602.30 75 - 82 Days Yes 453.99 <7 Days CB-1-Q 18011.00 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9358.16 75 - 82 Days Yes 139.09 7-30 Days CB-2-Q 9003.97 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22274.83 75 - 82 Days No 108.16 31-90 Days S-1-Q 24028.25 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3168.91 75 - 82 Days No 76.40 31-90 Days S-2-Q 3218.98 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13977.90 75 - 82 Days No 316.68 31-90 Days S-3-Q 15034.22 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27375.46 75 - 82 Days No 469.85 <7 Days S-4-Q 25964.60 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11004.79 75 - 82 Days Yes 187.88 7-30 Days CB-3-Q 11094.21 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27546.45 75 - 82 Days No 948.01 7-30 Days G-1-Q 27368.31 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43193.20 75 - 82 Days Yes 144.41 7-30 Days G-2-Q 46909.52 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4955.86 75 - 82 Days Yes 4.04 <7 Days G-3-Q 4828.92 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41128.77 75 - 82 Days Yes 735.17 <7 Days S-5-Q 40944.34 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33101.81 75 - 82 Days Yes 1388.21 <7 Days S-6-Q 32883.99 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42926.10 75 - 82 Days No 1444.94 7-30 Days S-7-Q 38946.31 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12395.84 75 - 82 Days Yes 196.47 7-30 Days E-1-Q 13032.01 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37322.49 75 - 82 Days No 788.06 7-30 Days E-2-Q 39964.60 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23468.65 75 - 82 Days No 107.12 31-90 Days IG-1-Q 23120.14 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14948.94 75 - 82 Days No 528.46 <7 Days IG-2-Q 14747.06 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35378.49 75 - 82 Days No 442.78 31-90 Days C-1 34024.62 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3430.13 75 - 82 Days Yes 138.57 <7 Days CB-4 3512.86 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8069.29 75 - 82 Days Yes 243.90 31-90 Days E-10 7567.00 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17695.92 75 - 82 Days Yes 770.22 <7 Days E-3 17585.39 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30492.07 75 - 82 Days Yes 869.37 31-90 Days E-4 28919.47 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20725.29 75 - 82 Days Yes 974.35 <7 Days E-5 22374.11 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17238.98 75 - 82 Days Yes 481.85 31-90 Days E-6 16364.49 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20475.21 75 - 82 Days No 287.11 31-90 Days E-7 19353.77 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury