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 33222.80 >3 Yr <= 4 Yr No 944.53 <7 Days E-7 34873.95 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36950.61 >3 Yr <= 4 Yr No 713.89 <7 Days E-8 33601.99 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23971.63 >3 Yr <= 4 Yr Yes 992.61 31-90 Days E-9 22059.35 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13863.81 >3 Yr <= 4 Yr No 429.20 31-90 Days G-4 15065.23 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28403.19 >3 Yr <= 4 Yr No 1294.62 <7 Days IG-3 27300.17 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31454.85 >3 Yr <= 4 Yr No 1205.76 7-30 Days IG-4 32108.91 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2208.73 >3 Yr <= 4 Yr No 9.95 31-90 Days IG-5 2161.62 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16192.69 >3 Yr <= 4 Yr No 687.95 <7 Days IG-6 15205.55 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13896.67 >3 Yr <= 4 Yr No 222.77 31-90 Days IG-7 13356.19 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17761.86 >3 Yr <= 4 Yr No 618.77 <7 Days IG-8 17133.91 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4697.89 >3 Yr <= 4 Yr Yes 118.23 7-30 Days L-1 4983.49 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30462.62 >3 Yr <= 4 Yr No 522.54 7-30 Days L-10 28675.15 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13285.46 >3 Yr <= 4 Yr Yes 59.35 31-90 Days L-11 14285.45 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31588.13 >3 Yr <= 4 Yr Yes 818.12 7-30 Days L-2 33294.20 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2271.74 >3 Yr <= 4 Yr Yes 45.30 7-30 Days L-3 2172.18 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15644.22 >3 Yr <= 4 Yr Yes 761.22 31-90 Days L-4 14996.38 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37273.00 >3 Yr <= 4 Yr No 172.59 <7 Days L-5 36158.98 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15281.32 >3 Yr <= 4 Yr No 101.49 31-90 Days L-6 15830.53 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31401.60 >3 Yr <= 4 Yr Yes 887.52 7-30 Days L-7 32147.91 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7122.55 >3 Yr <= 4 Yr Yes 326.61 7-30 Days L-8 6941.37 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 770.78 >3 Yr <= 4 Yr Yes 1.95 <7 Days L-9 776.99 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27633.66 >3 Yr <= 4 Yr Yes 889.54 <7 Days LC-1 25160.30 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30293.55 >3 Yr <= 4 Yr No 572.66 7-30 Days LC-2 31992.89 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38420.48 >3 Yr <= 4 Yr Yes 1858.21 <7 Days N-1 35019.38 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38124.97 >3 Yr <= 4 Yr No 1186.74 7-30 Days N-2 39876.90 No T+0 Yes No Funding