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 39539.76 >3 Yr <= 4 Yr No 1676.55 <7 Days N-3 36701.48 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16967.60 >3 Yr <= 4 Yr Yes 66.13 31-90 Days N-4 16739.55 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2922.04 >3 Yr <= 4 Yr No 63.28 <7 Days N-5 2814.19 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25628.57 >3 Yr <= 4 Yr No 791.38 31-90 Days N-6 23308.91 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1907.75 >3 Yr <= 4 Yr No 32.49 <7 Days N-7 1983.38 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36852.37 >3 Yr <= 4 Yr Yes 1087.24 <7 Days P-1 34589.05 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1098.16 >3 Yr <= 4 Yr Yes 8.10 31-90 Days P-2 1038.94 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10691.94 >3 Yr <= 4 Yr Yes 511.75 31-90 Days S-8 10122.40 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6637.55 >3 Yr <= 4 Yr No 70.63 31-90 Days Y-1 6875.06 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38719.16 >3 Yr <= 4 Yr Yes 345.59 <7 Days Y-2 36127.68 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13974.62 >3 Yr <= 4 Yr No 687.25 31-90 Days Y-3 14517.68 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4050.68 >3 Yr <= 4 Yr No 27.16 <7 Days Y-4 4274.41 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23310.12 >3 Yr <= 4 Yr No 703.23 31-90 Days Z-1 23730.24 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25624.95 >3 Yr <= 4 Yr No 935.04 31-90 Days A-2 27845.53 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1575.87 >3 Yr <= 4 Yr No 2.17 7-30 Days A-3 1641.49 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15087.92 >3 Yr <= 4 Yr Yes 525.66 <7 Days A-4 16044.93 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20520.84 >3 Yr <= 4 Yr Yes 807.31 <7 Days A-5 19898.26 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33606.18 >3 Yr <= 4 Yr Yes 319.65 7-30 Days CB-1 32903.39 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10664.63 >3 Yr <= 4 Yr No 13.33 7-30 Days CB-2 11012.06 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6421.21 >3 Yr <= 4 Yr No 54.48 7-30 Days CB-3 6789.00 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33362.30 >3 Yr <= 4 Yr Yes 1164.79 7-30 Days E-1 33482.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10456.76 >3 Yr <= 4 Yr Yes 292.60 <7 Days E-2 10191.02 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2664.44 >3 Yr <= 4 Yr No 127.69 31-90 Days G-1 2733.08 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14199.27 >3 Yr <= 4 Yr Yes 649.27 31-90 Days G-2 13541.68 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35993.68 >3 Yr <= 4 Yr Yes 54.07 <7 Days G-3 38513.76 No T+0 No Yes Liberty International Finance Ltd. Securities Finance