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 Yes 20944.21 >2 Yr <= 3 Yr Yes 344.40 <7 Days L-3 19426.69 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30992.86 >2 Yr <= 3 Yr Yes 1281.46 31-90 Days L-4 30713.40 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32953.87 >2 Yr <= 3 Yr Yes 1075.92 31-90 Days L-5 32208.61 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4775.76 >2 Yr <= 3 Yr No 167.57 31-90 Days L-6 4819.12 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27692.04 >2 Yr <= 3 Yr Yes 906.71 <7 Days L-7 25709.27 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5102.66 >2 Yr <= 3 Yr No 223.75 <7 Days L-8 4913.64 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35424.87 >2 Yr <= 3 Yr Yes 263.69 31-90 Days L-9 35425.44 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17906.88 >2 Yr <= 3 Yr No 512.63 <7 Days LC-1 18572.85 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40765.26 >2 Yr <= 3 Yr Yes 1652.37 31-90 Days LC-2 44568.98 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36941.58 >2 Yr <= 3 Yr No 677.18 <7 Days N-1 35005.70 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31871.94 >2 Yr <= 3 Yr Yes 174.43 31-90 Days N-2 28853.87 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37036.22 >2 Yr <= 3 Yr Yes 727.14 31-90 Days N-3 35491.05 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16276.05 >2 Yr <= 3 Yr No 512.88 <7 Days N-4 17180.46 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4388.40 >2 Yr <= 3 Yr No 204.91 <7 Days N-5 4244.78 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23823.08 >2 Yr <= 3 Yr Yes 894.04 <7 Days N-6 22076.09 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11368.65 >2 Yr <= 3 Yr No 408.83 31-90 Days N-7 11495.30 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29315.00 >2 Yr <= 3 Yr Yes 1294.93 7-30 Days P-1 29282.35 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9770.86 >2 Yr <= 3 Yr Yes 413.99 7-30 Days P-2 9045.28 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3266.32 >2 Yr <= 3 Yr No 123.22 7-30 Days S-8 3459.23 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28235.19 >2 Yr <= 3 Yr No 1225.97 31-90 Days Y-1 27935.48 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31047.32 >2 Yr <= 3 Yr Yes 534.30 7-30 Days Y-2 32006.91 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25489.29 >2 Yr <= 3 Yr No 759.42 31-90 Days Y-3 24657.83 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30864.80 >2 Yr <= 3 Yr Yes 1328.95 31-90 Days Y-4 30239.52 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33202.30 >2 Yr <= 3 Yr No 1165.05 7-30 Days Z-1 35282.79 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20411.53 >2 Yr <= 3 Yr No 822.29 7-30 Days A-2 19843.73 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading