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 Yes 21763.44 >= 1 Yr <= 2 Yr Yes 908.39 31-90 Days IG-6 22342.24 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2814.75 >= 1 Yr <= 2 Yr Yes 59.33 <7 Days IG-7 2936.10 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24000.32 >= 1 Yr <= 2 Yr No 831.89 31-90 Days IG-8 24201.60 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7380.90 >= 1 Yr <= 2 Yr Yes 73.91 7-30 Days L-1 7804.77 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11464.78 >= 1 Yr <= 2 Yr No 474.89 <7 Days L-10 10961.46 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39784.69 >= 1 Yr <= 2 Yr Yes 1719.26 31-90 Days L-11 37693.83 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21299.58 >= 1 Yr <= 2 Yr No 404.82 <7 Days L-2 23352.25 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21356.00 >= 1 Yr <= 2 Yr Yes 238.16 31-90 Days L-3 22831.80 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7633.23 >= 1 Yr <= 2 Yr Yes 9.77 31-90 Days L-4 7478.57 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12968.13 >= 1 Yr <= 2 Yr Yes 325.98 7-30 Days L-5 12791.73 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18844.93 >= 1 Yr <= 2 Yr Yes 663.01 <7 Days L-6 17360.96 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10830.23 >= 1 Yr <= 2 Yr No 187.69 <7 Days L-7 11074.22 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41462.71 >= 1 Yr <= 2 Yr No 709.86 <7 Days L-8 43775.09 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31331.10 >= 1 Yr <= 2 Yr Yes 870.62 31-90 Days L-9 30058.24 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23149.33 >= 1 Yr <= 2 Yr Yes 1005.02 <7 Days LC-1 24399.16 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10877.83 >= 1 Yr <= 2 Yr Yes 69.79 <7 Days LC-2 11119.86 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41098.87 >= 1 Yr <= 2 Yr No 2014.70 7-30 Days N-1 42899.15 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13476.92 >= 1 Yr <= 2 Yr Yes 430.14 <7 Days N-2 13079.95 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8540.92 >= 1 Yr <= 2 Yr No 346.14 <7 Days N-3 8175.23 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36223.71 >= 1 Yr <= 2 Yr No 1007.95 <7 Days N-4 33998.32 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37513.62 >= 1 Yr <= 2 Yr No 740.85 7-30 Days N-5 37548.00 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 400.13 >= 1 Yr <= 2 Yr Yes 3.27 31-90 Days N-6 376.66 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14944.68 >= 1 Yr <= 2 Yr Yes 88.21 <7 Days N-7 15671.36 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17401.14 >= 1 Yr <= 2 Yr Yes 263.94 31-90 Days P-1 17156.31 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14385.16 >= 1 Yr <= 2 Yr No 318.36 31-90 Days P-2 14180.46 No T+2 Yes No Trading