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 41372.16 >2 Yr <= 3 Yr No 1459.12 <7 Days L-7 43344.00 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11848.12 >2 Yr <= 3 Yr Yes 261.56 <7 Days L-8 11654.32 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37920.46 >2 Yr <= 3 Yr Yes 1570.76 31-90 Days L-9 38500.83 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27365.20 >2 Yr <= 3 Yr No 995.16 <7 Days LC-1 28091.90 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27694.15 >2 Yr <= 3 Yr No 1351.11 7-30 Days LC-2 29925.00 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21815.84 >2 Yr <= 3 Yr No 787.37 7-30 Days N-1 19814.83 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32865.75 >2 Yr <= 3 Yr No 840.35 31-90 Days N-2 33329.18 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6499.18 >2 Yr <= 3 Yr No 315.01 <7 Days N-3 7051.13 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37372.96 >2 Yr <= 3 Yr No 1554.96 <7 Days N-4 35161.46 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11096.84 >2 Yr <= 3 Yr No 313.27 31-90 Days N-5 11940.80 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24659.90 >2 Yr <= 3 Yr Yes 919.08 7-30 Days N-6 23625.14 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31697.03 >2 Yr <= 3 Yr Yes 665.38 7-30 Days N-7 32193.49 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23587.57 >2 Yr <= 3 Yr Yes 989.77 7-30 Days P-1 23472.43 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20912.06 >2 Yr <= 3 Yr No 405.11 7-30 Days P-2 21548.45 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7927.16 >2 Yr <= 3 Yr Yes 262.81 7-30 Days S-8 7387.72 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21022.90 >2 Yr <= 3 Yr Yes 285.96 7-30 Days Y-1 20538.57 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21055.44 >2 Yr <= 3 Yr Yes 324.34 31-90 Days Y-2 19748.20 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25644.65 >2 Yr <= 3 Yr Yes 856.88 <7 Days Y-3 23972.29 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1389.25 >2 Yr <= 3 Yr Yes 41.85 7-30 Days Y-4 1259.33 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41643.02 >2 Yr <= 3 Yr Yes 300.27 7-30 Days Z-1 44985.52 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42944.86 >2 Yr <= 3 Yr Yes 97.96 7-30 Days A-2 39589.42 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37783.01 >2 Yr <= 3 Yr Yes 1656.51 <7 Days A-3 39543.09 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30749.00 >2 Yr <= 3 Yr No 987.62 7-30 Days A-4 33801.69 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37264.54 >2 Yr <= 3 Yr No 308.62 7-30 Days A-5 34754.61 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13623.14 >2 Yr <= 3 Yr No 414.34 7-30 Days CB-1 12636.37 No T+1 No No Trading