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 22726.52 >3 Yr <= 4 Yr Yes 79.92 <7 Days IG-1 23624.62 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17758.49 >3 Yr <= 4 Yr No 69.48 <7 Days IG-2 19303.13 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10290.59 >3 Yr <= 4 Yr No 375.47 31-90 Days S-1 10618.69 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22476.75 >3 Yr <= 4 Yr Yes 737.96 7-30 Days S-2 21420.13 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35814.22 >3 Yr <= 4 Yr No 1490.18 31-90 Days S-3 36102.27 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43473.23 >3 Yr <= 4 Yr Yes 546.70 31-90 Days S-4 39448.61 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5620.84 >3 Yr <= 4 Yr No 9.57 31-90 Days S-5 5399.10 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12689.25 >3 Yr <= 4 Yr No 281.31 31-90 Days S-6 11645.36 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9069.63 >3 Yr <= 4 Yr Yes 37.79 <7 Days S-7 8753.91 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1114.41 >4 Yr <= 5 Yr No 43.77 7-30 Days A-0-Q 1121.04 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6555.88 >4 Yr <= 5 Yr Yes 174.34 31-90 Days A-1-Q 6462.20 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17053.65 >4 Yr <= 5 Yr Yes 703.52 31-90 Days A-2-Q 16810.66 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 639.72 >4 Yr <= 5 Yr No 2.63 31-90 Days A-3-Q 679.31 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8601.43 >4 Yr <= 5 Yr Yes 229.46 31-90 Days A-4-Q 8614.62 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14783.59 >4 Yr <= 5 Yr Yes 730.51 31-90 Days A-5-Q 14825.68 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22345.05 >4 Yr <= 5 Yr Yes 275.98 <7 Days CB-1-Q 22908.85 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34345.34 >4 Yr <= 5 Yr Yes 868.42 7-30 Days CB-2-Q 37287.31 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36899.66 >4 Yr <= 5 Yr No 599.74 <7 Days S-1-Q 34841.64 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2546.82 >4 Yr <= 5 Yr Yes 23.51 7-30 Days S-2-Q 2716.33 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26279.60 >4 Yr <= 5 Yr Yes 728.35 7-30 Days S-3-Q 28906.47 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2221.31 >4 Yr <= 5 Yr Yes 90.41 7-30 Days S-4-Q 2206.86 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32359.96 >4 Yr <= 5 Yr No 1023.13 7-30 Days CB-3-Q 34724.82 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19671.64 >4 Yr <= 5 Yr No 419.42 7-30 Days G-1-Q 17828.82 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14204.69 >4 Yr <= 5 Yr Yes 101.95 31-90 Days G-2-Q 12997.24 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10062.81 >4 Yr <= 5 Yr No 485.48 31-90 Days G-3-Q 9740.31 Yes T+2 Yes No Securities Finance