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 814.39 Perpetual Yes 39.19 31-90 Days IG-7 835.64 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25515.05 Perpetual Yes 13.36 31-90 Days IG-8 23755.48 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31497.52 Perpetual No 1567.45 31-90 Days L-1 31891.13 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29682.33 Perpetual Yes 1167.56 31-90 Days L-10 32081.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24495.21 Perpetual No 768.36 7-30 Days L-11 26879.04 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36278.30 Perpetual Yes 375.40 <7 Days L-2 35027.21 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32673.12 Perpetual Yes 1471.94 7-30 Days L-3 31613.36 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3727.32 Perpetual No 139.45 31-90 Days L-4 3936.40 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42956.55 Perpetual No 1419.12 7-30 Days L-5 39951.86 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7263.28 Perpetual No 201.83 <7 Days L-6 7144.57 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7061.57 Perpetual Yes 65.55 31-90 Days L-7 7745.37 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24054.43 Perpetual No 208.79 <7 Days L-8 21710.89 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30365.05 Perpetual Yes 1464.54 31-90 Days L-9 31888.98 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43669.43 Perpetual Yes 39.14 7-30 Days LC-1 40183.81 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13279.44 Perpetual No 382.99 31-90 Days LC-2 14527.72 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36931.03 Perpetual Yes 1530.39 <7 Days N-1 34408.20 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11083.23 Perpetual Yes 143.61 7-30 Days N-2 10093.55 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38934.85 Perpetual No 1931.57 31-90 Days N-3 38272.54 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28013.61 Perpetual Yes 396.88 7-30 Days N-4 30107.08 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36862.37 Perpetual Yes 1624.66 7-30 Days N-5 36543.62 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30811.01 Perpetual No 469.76 7-30 Days N-6 29081.06 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15792.24 Perpetual No 154.72 31-90 Days N-7 14331.48 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5930.90 Perpetual No 161.24 <7 Days P-1 5912.99 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42556.15 Perpetual No 686.20 31-90 Days P-2 41402.27 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18890.15 Perpetual Yes 934.41 7-30 Days S-8 19045.59 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance