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 24996.55 >3 Yr <= 4 Yr No 12.98 7-30 Days N-7 24238.98 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30244.00 >3 Yr <= 4 Yr No 952.99 <7 Days P-1 31004.54 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12953.82 >3 Yr <= 4 Yr Yes 5.50 7-30 Days P-2 12173.62 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4017.44 >3 Yr <= 4 Yr No 182.97 <7 Days S-8 3915.04 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1617.86 >3 Yr <= 4 Yr No 57.60 7-30 Days Y-1 1692.61 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39062.68 >3 Yr <= 4 Yr Yes 1015.15 31-90 Days Y-2 35219.11 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37241.94 >3 Yr <= 4 Yr No 131.94 7-30 Days Y-3 33609.40 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40351.03 >3 Yr <= 4 Yr No 426.92 31-90 Days Y-4 40533.87 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13168.04 >3 Yr <= 4 Yr Yes 145.52 <7 Days Z-1 13669.68 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18765.81 >3 Yr <= 4 Yr Yes 909.99 <7 Days A-2 18334.69 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12981.02 >3 Yr <= 4 Yr Yes 470.46 31-90 Days A-3 13454.84 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4408.73 >3 Yr <= 4 Yr Yes 116.63 <7 Days A-4 4816.43 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29693.54 >3 Yr <= 4 Yr No 809.91 7-30 Days A-5 32114.44 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43958.51 >3 Yr <= 4 Yr Yes 583.92 7-30 Days CB-1 45751.48 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4022.34 >3 Yr <= 4 Yr No 103.24 <7 Days CB-2 4290.39 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19988.13 >3 Yr <= 4 Yr No 773.92 31-90 Days CB-3 19758.55 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37565.55 >3 Yr <= 4 Yr No 244.96 <7 Days E-1 38889.78 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43808.47 >3 Yr <= 4 Yr No 673.87 <7 Days E-2 47246.52 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24356.90 >3 Yr <= 4 Yr No 1178.18 31-90 Days G-1 23124.35 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12747.95 >3 Yr <= 4 Yr Yes 591.04 7-30 Days G-2 12901.83 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29844.08 >3 Yr <= 4 Yr Yes 892.67 7-30 Days G-3 28408.78 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4429.58 >3 Yr <= 4 Yr Yes 41.75 7-30 Days IG-1 4326.69 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8042.48 >3 Yr <= 4 Yr No 212.58 31-90 Days IG-2 8830.21 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33527.77 >3 Yr <= 4 Yr No 1140.97 7-30 Days S-1 35867.87 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18492.00 >3 Yr <= 4 Yr No 669.22 31-90 Days S-2 17838.23 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading