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 32153.36 271 - 364 Days No 701.23 <7 Days CB-1 31542.10 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41182.20 271 - 364 Days Yes 264.11 <7 Days CB-2 39975.12 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37228.17 271 - 364 Days No 129.94 31-90 Days CB-3 35206.64 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8400.83 271 - 364 Days No 405.87 31-90 Days E-1 8837.74 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15479.61 271 - 364 Days Yes 755.13 7-30 Days E-2 15462.56 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37554.80 271 - 364 Days Yes 677.46 <7 Days G-1 38512.17 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23295.34 271 - 364 Days Yes 499.46 31-90 Days G-2 22243.28 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19735.95 271 - 364 Days No 781.10 <7 Days G-3 20603.58 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15582.59 271 - 364 Days Yes 298.30 7-30 Days IG-1 14264.91 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28610.86 271 - 364 Days Yes 1227.92 31-90 Days IG-2 26038.42 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30342.27 271 - 364 Days Yes 56.63 31-90 Days S-1 30950.34 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43147.83 271 - 364 Days Yes 1942.19 31-90 Days S-2 44371.93 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1223.70 271 - 364 Days No 37.71 31-90 Days S-3 1339.28 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9080.50 271 - 364 Days Yes 124.81 <7 Days S-4 8270.67 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33788.46 271 - 364 Days No 1604.09 31-90 Days S-5 35376.07 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 497.31 271 - 364 Days No 17.50 31-90 Days S-6 480.89 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28770.04 271 - 364 Days Yes 389.36 7-30 Days S-7 29521.78 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33335.64 >= 1 Yr <= 2 Yr Yes 492.91 31-90 Days A-0-Q 33349.98 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28202.16 >= 1 Yr <= 2 Yr No 117.70 <7 Days A-1-Q 25389.74 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1609.61 >= 1 Yr <= 2 Yr Yes 51.79 <7 Days A-2-Q 1476.42 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43319.20 >= 1 Yr <= 2 Yr Yes 383.62 7-30 Days A-3-Q 40201.38 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19986.52 >= 1 Yr <= 2 Yr No 21.97 31-90 Days A-4-Q 18038.71 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3676.69 >= 1 Yr <= 2 Yr Yes 81.10 7-30 Days A-5-Q 3725.18 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36684.98 >= 1 Yr <= 2 Yr No 1082.48 <7 Days CB-1-Q 33438.60 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15514.81 >= 1 Yr <= 2 Yr No 718.06 <7 Days CB-2-Q 14688.80 Yes T+1 No No Funding