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 Yes 4606.61 >5 Yr Yes 106.20 31-90 Days E-8 4439.04 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24799.54 >5 Yr No 1216.85 31-90 Days E-9 23371.07 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22985.67 >5 Yr Yes 39.76 7-30 Days G-4 23186.71 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37809.21 >5 Yr Yes 1488.45 <7 Days IG-3 34699.58 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1044.47 >5 Yr No 14.00 <7 Days IG-4 1123.06 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6510.70 >5 Yr Yes 286.77 <7 Days IG-5 6409.68 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4731.62 >5 Yr Yes 83.56 <7 Days IG-6 4492.41 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4208.95 >5 Yr No 123.93 7-30 Days IG-7 3856.12 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9280.69 >5 Yr Yes 94.86 7-30 Days IG-8 10114.61 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34000.53 >5 Yr No 1211.45 31-90 Days L-1 35856.27 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12878.13 >5 Yr Yes 349.22 <7 Days L-10 13004.59 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35249.45 >5 Yr Yes 588.67 31-90 Days L-11 36548.93 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8026.97 >5 Yr Yes 340.43 7-30 Days L-2 8306.70 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43983.23 >5 Yr No 229.88 <7 Days L-3 46668.79 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10378.05 >5 Yr Yes 511.59 31-90 Days L-4 10855.80 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34292.11 >5 Yr No 874.63 <7 Days L-5 32624.29 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17924.09 >5 Yr No 642.23 31-90 Days L-6 16149.61 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4785.57 >5 Yr Yes 212.73 7-30 Days L-7 5237.46 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2495.69 >5 Yr Yes 69.11 7-30 Days L-8 2472.64 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34764.49 >5 Yr No 1109.90 <7 Days L-9 38092.45 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20889.90 >5 Yr Yes 223.87 31-90 Days LC-1 22664.44 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24236.08 >5 Yr Yes 287.80 <7 Days LC-2 22781.27 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41513.32 >5 Yr No 578.95 31-90 Days N-1 44262.85 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43239.52 >5 Yr No 1977.49 7-30 Days N-2 43499.25 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17195.92 >5 Yr Yes 115.56 7-30 Days N-3 17079.12 Yes T+0 No Yes Liberty Wealth Management LLC Trading