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 34436.72 151 - 179 Days No 150.45 7-30 Days L-9 31528.73 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34183.71 151 - 179 Days No 1492.57 <7 Days LC-1 37024.05 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25538.15 151 - 179 Days Yes 1064.66 <7 Days LC-2 24820.02 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14966.36 151 - 179 Days Yes 466.15 <7 Days N-1 13983.49 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20718.24 151 - 179 Days Yes 478.83 <7 Days N-2 18975.18 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42369.57 151 - 179 Days Yes 1050.06 31-90 Days N-3 41103.37 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14128.17 151 - 179 Days No 317.98 31-90 Days N-4 15332.27 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12577.37 151 - 179 Days Yes 428.37 31-90 Days N-5 11558.65 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41315.05 151 - 179 Days No 440.75 <7 Days N-6 43384.64 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29900.00 151 - 179 Days Yes 314.81 31-90 Days N-7 27314.48 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15204.61 151 - 179 Days No 755.55 <7 Days P-1 16009.73 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39398.43 151 - 179 Days No 778.19 31-90 Days P-2 42550.15 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6005.24 151 - 179 Days No 286.98 <7 Days S-8 5915.77 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34070.02 151 - 179 Days No 11.85 7-30 Days Y-1 34635.67 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31748.67 151 - 179 Days Yes 1205.89 7-30 Days Y-2 31682.00 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42528.85 151 - 179 Days Yes 490.15 31-90 Days Y-3 42729.33 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6056.59 151 - 179 Days Yes 276.96 7-30 Days Y-4 6541.32 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26519.60 151 - 179 Days Yes 711.62 <7 Days Z-1 28309.63 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2174.14 151 - 179 Days No 12.56 <7 Days A-2 2103.26 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36195.71 151 - 179 Days Yes 1112.23 <7 Days A-3 37460.08 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22893.25 151 - 179 Days Yes 91.72 <7 Days A-4 23251.30 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33216.99 151 - 179 Days No 1449.00 <7 Days A-5 33595.37 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37044.44 151 - 179 Days Yes 628.83 31-90 Days CB-1 39598.49 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29075.48 151 - 179 Days Yes 1028.08 31-90 Days CB-2 29094.54 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10667.22 151 - 179 Days Yes 298.18 7-30 Days CB-3 10783.60 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury