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 33037.01 >2 Yr <= 3 Yr No 645.69 <7 Days A-3 33401.44 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29320.72 >2 Yr <= 3 Yr No 158.11 7-30 Days A-4 27102.70 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35129.79 >2 Yr <= 3 Yr No 1626.86 31-90 Days A-5 35189.64 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19006.76 >2 Yr <= 3 Yr Yes 231.52 7-30 Days CB-1 17887.45 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38038.70 >2 Yr <= 3 Yr Yes 1044.06 31-90 Days CB-2 37911.84 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22945.36 >2 Yr <= 3 Yr No 845.58 7-30 Days CB-3 22544.91 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32454.56 >2 Yr <= 3 Yr No 1558.34 <7 Days E-1 31561.13 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6324.04 >2 Yr <= 3 Yr No 41.34 31-90 Days E-2 6042.44 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20575.06 >2 Yr <= 3 Yr Yes 791.88 7-30 Days G-1 18853.12 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26220.45 >2 Yr <= 3 Yr No 365.48 7-30 Days G-2 25716.68 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20241.11 >2 Yr <= 3 Yr No 111.29 31-90 Days G-3 19600.71 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20443.07 >2 Yr <= 3 Yr Yes 762.25 31-90 Days IG-1 21850.23 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19270.34 >2 Yr <= 3 Yr No 762.54 7-30 Days IG-2 20527.35 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23147.26 >2 Yr <= 3 Yr Yes 282.83 31-90 Days S-1 23167.03 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23377.19 >2 Yr <= 3 Yr No 1069.10 <7 Days S-2 24131.10 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26462.71 >2 Yr <= 3 Yr No 1287.54 31-90 Days S-3 28035.86 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41286.38 >2 Yr <= 3 Yr No 1857.60 <7 Days S-4 37425.66 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36099.31 >2 Yr <= 3 Yr Yes 198.14 7-30 Days S-5 32935.70 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19498.43 >2 Yr <= 3 Yr No 377.60 <7 Days S-6 17805.36 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15755.96 >2 Yr <= 3 Yr Yes 240.97 <7 Days S-7 14227.52 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39228.65 >3 Yr <= 4 Yr No 1739.53 31-90 Days A-0-Q 37559.04 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21722.20 >3 Yr <= 4 Yr No 938.05 <7 Days A-1-Q 20297.77 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13160.69 >3 Yr <= 4 Yr No 210.41 <7 Days A-2-Q 14338.47 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7560.64 >3 Yr <= 4 Yr No 228.47 7-30 Days A-3-Q 7607.61 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14553.85 >3 Yr <= 4 Yr No 231.19 <7 Days A-4-Q 15767.00 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance