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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22217.62 >3 Yr <= 4 Yr No 128.29 7-30 Days S-2-Q 21236.70 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9099.99 >3 Yr <= 4 Yr Yes 288.56 31-90 Days S-3-Q 8764.91 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21469.33 >3 Yr <= 4 Yr No 319.54 31-90 Days S-4-Q 23092.11 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 258.30 >3 Yr <= 4 Yr Yes 0.29 7-30 Days CB-3-Q 259.30 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42381.23 >3 Yr <= 4 Yr No 940.65 7-30 Days G-1-Q 42007.86 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18734.92 >3 Yr <= 4 Yr Yes 704.63 <7 Days G-2-Q 20023.93 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30737.17 >3 Yr <= 4 Yr No 280.03 31-90 Days G-3-Q 33544.70 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39113.91 >3 Yr <= 4 Yr Yes 383.99 31-90 Days S-5-Q 35325.96 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37138.19 >3 Yr <= 4 Yr No 1237.63 <7 Days S-6-Q 39454.34 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32983.70 >3 Yr <= 4 Yr No 608.35 31-90 Days S-7-Q 32909.56 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32641.37 >3 Yr <= 4 Yr Yes 227.54 7-30 Days E-1-Q 30806.53 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43433.96 >3 Yr <= 4 Yr Yes 2046.17 7-30 Days E-2-Q 40166.81 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1914.82 >3 Yr <= 4 Yr No 76.48 31-90 Days IG-1-Q 1947.26 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41036.41 >3 Yr <= 4 Yr No 61.67 31-90 Days IG-2-Q 41816.33 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23585.09 >3 Yr <= 4 Yr Yes 4.99 7-30 Days C-1 21918.01 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40054.70 >3 Yr <= 4 Yr No 801.88 7-30 Days CB-4 39725.51 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12624.29 >3 Yr <= 4 Yr Yes 187.87 31-90 Days E-10 12740.97 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8632.64 >3 Yr <= 4 Yr No 363.87 <7 Days E-3 7811.08 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32942.85 >3 Yr <= 4 Yr No 1530.27 <7 Days E-4 31856.10 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10401.77 >3 Yr <= 4 Yr No 29.64 31-90 Days E-5 10876.24 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43415.84 >3 Yr <= 4 Yr Yes 2008.75 7-30 Days E-6 41896.47 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8429.70 >3 Yr <= 4 Yr No 376.97 31-90 Days E-7 8367.82 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19008.00 >3 Yr <= 4 Yr No 162.48 31-90 Days E-8 20020.93 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42975.30 >3 Yr <= 4 Yr No 1055.88 7-30 Days E-9 39566.66 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15722.29 >3 Yr <= 4 Yr Yes 60.60 31-90 Days G-4 16780.09 Yes T+1 No Yes Liberty International Finance Ltd. Trading