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 32826.84 >5 Yr Yes 338.79 31-90 Days LC-2 32111.09 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13620.17 >5 Yr No 235.54 31-90 Days N-1 12939.57 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23484.07 >5 Yr No 720.98 <7 Days N-2 22759.00 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37026.18 >5 Yr No 1047.99 7-30 Days N-3 36013.39 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35808.75 >5 Yr No 1600.72 7-30 Days N-4 37973.85 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4897.77 >5 Yr No 146.46 31-90 Days N-5 4843.08 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14407.34 >5 Yr No 411.75 7-30 Days N-6 12978.95 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28860.58 >5 Yr No 327.33 7-30 Days N-7 27943.07 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42476.91 >5 Yr No 208.50 7-30 Days P-1 39266.01 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5832.35 >5 Yr Yes 195.53 7-30 Days P-2 6115.87 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17498.40 >5 Yr Yes 324.47 31-90 Days S-8 16589.45 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40988.74 >5 Yr Yes 570.93 7-30 Days Y-1 39325.13 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35794.24 >5 Yr No 1714.54 7-30 Days Y-2 34580.02 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12461.50 >5 Yr Yes 570.19 <7 Days Y-3 12185.57 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24612.29 >5 Yr Yes 460.48 <7 Days Y-4 23428.29 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17836.81 >5 Yr Yes 11.85 <7 Days Z-1 19531.34 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3935.21 >5 Yr No 93.29 7-30 Days A-2 3890.43 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19236.43 >5 Yr No 185.98 31-90 Days A-3 19248.03 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35428.08 >5 Yr Yes 352.55 31-90 Days A-4 34146.14 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6419.91 >5 Yr No 112.74 31-90 Days A-5 5919.68 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2925.97 >5 Yr Yes 15.59 7-30 Days CB-1 2893.69 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34868.70 >5 Yr No 1078.59 <7 Days CB-2 31751.04 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35258.67 >5 Yr Yes 943.85 7-30 Days CB-3 33064.39 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26778.00 >5 Yr Yes 1170.70 31-90 Days E-1 26205.05 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16373.36 >5 Yr No 322.01 <7 Days E-2 16431.93 Yes T+0 No No Funding