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 Yes 24525.99 83 - 90 Days No 449.22 31-90 Days L-11 24211.69 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31378.57 83 - 90 Days No 586.86 <7 Days L-2 32869.43 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30221.69 83 - 90 Days No 1420.22 31-90 Days L-3 32827.84 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35259.40 83 - 90 Days No 1689.67 7-30 Days L-4 33940.05 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1634.19 83 - 90 Days Yes 11.50 31-90 Days L-5 1474.56 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18147.60 83 - 90 Days No 906.41 <7 Days L-6 16499.79 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18897.98 83 - 90 Days Yes 204.36 7-30 Days L-7 20574.41 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39705.49 83 - 90 Days No 337.98 31-90 Days L-8 36266.22 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7608.70 83 - 90 Days Yes 367.54 31-90 Days L-9 7243.46 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41106.75 83 - 90 Days No 1302.73 31-90 Days LC-1 39965.59 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19756.55 83 - 90 Days Yes 804.85 <7 Days LC-2 19473.82 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26308.34 83 - 90 Days No 763.87 7-30 Days N-1 23688.28 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10388.26 83 - 90 Days No 387.42 31-90 Days N-2 10506.60 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19485.38 83 - 90 Days No 45.93 31-90 Days N-3 19292.74 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8021.43 83 - 90 Days No 341.22 <7 Days N-4 8434.23 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37238.95 83 - 90 Days Yes 410.49 7-30 Days N-5 35238.21 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2706.85 83 - 90 Days Yes 13.02 7-30 Days N-6 2502.00 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37084.26 83 - 90 Days Yes 36.25 7-30 Days N-7 36939.50 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31967.03 83 - 90 Days No 1002.97 31-90 Days P-1 31379.78 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20633.43 83 - 90 Days No 673.78 7-30 Days P-2 19102.53 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34584.82 83 - 90 Days Yes 34.64 7-30 Days S-8 37787.39 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26420.57 83 - 90 Days Yes 1239.77 <7 Days Y-1 25892.62 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12737.12 83 - 90 Days Yes 586.41 31-90 Days Y-2 13727.59 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40844.24 83 - 90 Days No 990.54 7-30 Days Y-3 37352.55 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22818.66 83 - 90 Days Yes 64.09 7-30 Days Y-4 24672.19 No T+2 Yes Yes Liberty International Finance Ltd. Funding