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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42025.26 271 - 364 Days No 473.21 7-30 Days E-2 42115.89 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2329.95 271 - 364 Days No 3.83 <7 Days G-1 2452.42 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7661.09 271 - 364 Days No 341.95 31-90 Days G-2 7529.82 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23959.60 271 - 364 Days Yes 654.27 31-90 Days G-3 21594.94 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31610.66 271 - 364 Days No 910.77 31-90 Days IG-1 28949.85 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 580.09 271 - 364 Days Yes 20.53 <7 Days IG-2 554.55 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36279.85 271 - 364 Days No 559.62 7-30 Days S-1 34738.50 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14145.33 271 - 364 Days No 391.36 31-90 Days S-2 15286.33 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 485.02 271 - 364 Days Yes 4.51 7-30 Days S-3 441.61 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19935.73 271 - 364 Days Yes 804.81 31-90 Days S-4 18891.71 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1642.55 271 - 364 Days No 56.84 31-90 Days S-5 1657.67 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38927.05 271 - 364 Days Yes 330.35 31-90 Days S-6 36548.28 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11902.61 271 - 364 Days No 337.36 <7 Days S-7 12588.62 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28808.68 >= 1 Yr <= 2 Yr Yes 64.38 31-90 Days A-0-Q 26358.29 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7615.79 >= 1 Yr <= 2 Yr Yes 30.06 7-30 Days A-1-Q 7026.96 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6032.16 >= 1 Yr <= 2 Yr Yes 58.01 7-30 Days A-2-Q 5566.72 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34585.43 >= 1 Yr <= 2 Yr Yes 260.92 31-90 Days A-3-Q 31741.60 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35092.22 >= 1 Yr <= 2 Yr No 1007.53 <7 Days A-4-Q 35864.90 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18942.29 >= 1 Yr <= 2 Yr Yes 905.67 31-90 Days A-5-Q 20126.17 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26488.35 >= 1 Yr <= 2 Yr No 372.35 7-30 Days CB-1-Q 25231.75 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1179.78 >= 1 Yr <= 2 Yr No 21.15 7-30 Days CB-2-Q 1212.52 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40560.47 >= 1 Yr <= 2 Yr Yes 53.14 31-90 Days S-1-Q 37473.89 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21731.33 >= 1 Yr <= 2 Yr Yes 34.95 31-90 Days S-2-Q 19850.24 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26887.26 >= 1 Yr <= 2 Yr Yes 212.57 31-90 Days S-3-Q 25436.09 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25763.62 >= 1 Yr <= 2 Yr No 136.68 7-30 Days S-4-Q 27884.39 Yes T+0 Yes No Securities Finance