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 30660.28 >= 1 Yr <= 2 Yr Yes 1347.53 7-30 Days S-1-Q 33271.78 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34937.49 >= 1 Yr <= 2 Yr Yes 591.58 7-30 Days S-2-Q 32616.95 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15496.16 >= 1 Yr <= 2 Yr No 535.16 7-30 Days S-3-Q 14268.99 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20071.04 >= 1 Yr <= 2 Yr Yes 139.66 31-90 Days S-4-Q 19783.48 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35265.58 >= 1 Yr <= 2 Yr Yes 1207.27 <7 Days CB-3-Q 36104.07 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19815.08 >= 1 Yr <= 2 Yr No 744.05 31-90 Days G-1-Q 20444.60 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11825.69 >= 1 Yr <= 2 Yr Yes 211.57 31-90 Days G-2-Q 12827.54 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5152.26 >= 1 Yr <= 2 Yr No 141.63 <7 Days G-3-Q 4852.12 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12163.31 >= 1 Yr <= 2 Yr No 220.86 31-90 Days S-5-Q 11658.72 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35701.61 >= 1 Yr <= 2 Yr No 1097.47 7-30 Days S-6-Q 32663.22 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21379.82 >= 1 Yr <= 2 Yr No 760.10 <7 Days S-7-Q 21862.21 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35640.76 >= 1 Yr <= 2 Yr No 47.96 31-90 Days E-1-Q 34790.73 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23101.03 >= 1 Yr <= 2 Yr Yes 198.55 7-30 Days E-2-Q 24519.37 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29153.69 >= 1 Yr <= 2 Yr Yes 1110.91 31-90 Days IG-1-Q 31912.16 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41973.19 >= 1 Yr <= 2 Yr Yes 467.06 31-90 Days IG-2-Q 42268.06 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10248.85 >= 1 Yr <= 2 Yr No 350.25 7-30 Days C-1 9244.29 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11303.55 >= 1 Yr <= 2 Yr Yes 104.13 <7 Days CB-4 11663.56 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37562.20 >= 1 Yr <= 2 Yr No 605.90 <7 Days E-10 38175.57 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18291.39 >= 1 Yr <= 2 Yr No 144.08 7-30 Days E-3 17840.73 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8023.88 >= 1 Yr <= 2 Yr Yes 319.65 <7 Days E-4 8146.75 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41440.54 >= 1 Yr <= 2 Yr Yes 1196.92 7-30 Days E-5 37742.90 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40127.39 >= 1 Yr <= 2 Yr Yes 674.50 <7 Days E-6 38709.52 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32233.83 >= 1 Yr <= 2 Yr No 1201.58 <7 Days E-7 29372.57 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9817.24 >= 1 Yr <= 2 Yr No 301.24 7-30 Days E-8 9033.18 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36307.65 >= 1 Yr <= 2 Yr No 1610.57 7-30 Days E-9 37064.75 Yes T+1 No No Trading