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 5681.69 >2 Yr <= 3 Yr No 177.38 31-90 Days E-1-Q 6119.37 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21110.51 >2 Yr <= 3 Yr No 1048.77 <7 Days E-2-Q 21121.40 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18714.97 >2 Yr <= 3 Yr Yes 475.76 7-30 Days IG-1-Q 19651.81 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39444.79 >2 Yr <= 3 Yr Yes 345.95 <7 Days IG-2-Q 41093.12 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4315.63 >2 Yr <= 3 Yr No 25.99 <7 Days C-1 3907.76 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27307.66 >2 Yr <= 3 Yr No 888.73 7-30 Days CB-4 26836.66 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7995.20 >2 Yr <= 3 Yr Yes 220.43 <7 Days E-10 7671.98 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34296.29 >2 Yr <= 3 Yr No 1465.54 7-30 Days E-3 36254.35 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35046.59 >2 Yr <= 3 Yr No 1134.69 <7 Days E-4 37147.96 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41660.86 >2 Yr <= 3 Yr Yes 1629.12 7-30 Days E-5 38990.34 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10924.44 >2 Yr <= 3 Yr No 489.50 7-30 Days E-6 10528.33 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32726.88 >2 Yr <= 3 Yr No 215.05 31-90 Days E-7 30348.50 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28870.72 >2 Yr <= 3 Yr Yes 679.95 7-30 Days E-8 29781.37 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17949.08 >2 Yr <= 3 Yr Yes 413.83 <7 Days E-9 19189.18 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25711.53 >2 Yr <= 3 Yr Yes 1162.84 7-30 Days G-4 27176.05 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32908.45 >2 Yr <= 3 Yr Yes 750.31 <7 Days IG-3 33341.71 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42460.75 >2 Yr <= 3 Yr No 1914.79 <7 Days IG-4 44554.73 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34193.92 >2 Yr <= 3 Yr No 27.09 <7 Days IG-5 35531.92 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10459.35 >2 Yr <= 3 Yr Yes 173.57 31-90 Days IG-6 10639.48 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16055.16 >2 Yr <= 3 Yr Yes 650.56 7-30 Days IG-7 15240.99 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8840.63 >2 Yr <= 3 Yr Yes 358.92 7-30 Days IG-8 8422.83 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12589.27 >2 Yr <= 3 Yr No 483.10 <7 Days L-1 12109.44 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31428.67 >2 Yr <= 3 Yr No 1531.80 31-90 Days L-10 30433.78 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35683.98 >2 Yr <= 3 Yr Yes 1054.87 7-30 Days L-11 38193.54 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23911.44 >2 Yr <= 3 Yr No 407.23 7-30 Days L-2 22695.43 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance