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 37754.21 >2 Yr <= 3 Yr Yes 315.13 7-30 Days CB-2 36859.81 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24920.32 >2 Yr <= 3 Yr Yes 886.01 7-30 Days CB-3 26591.98 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33062.31 >2 Yr <= 3 Yr Yes 102.41 31-90 Days E-1 32268.84 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40665.71 >2 Yr <= 3 Yr Yes 1333.08 31-90 Days E-2 41829.89 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41146.95 >2 Yr <= 3 Yr No 1499.25 31-90 Days G-1 41221.21 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 127.57 >2 Yr <= 3 Yr No 1.98 31-90 Days G-2 126.86 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40733.40 >2 Yr <= 3 Yr Yes 42.05 <7 Days G-3 39358.46 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34265.48 >2 Yr <= 3 Yr Yes 1285.36 <7 Days IG-1 32169.35 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8748.27 >2 Yr <= 3 Yr No 376.75 <7 Days IG-2 8083.89 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34797.80 >2 Yr <= 3 Yr No 1677.29 <7 Days S-1 34577.83 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41745.78 >2 Yr <= 3 Yr No 1397.00 <7 Days S-2 39197.97 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25559.92 >2 Yr <= 3 Yr Yes 1236.90 31-90 Days S-3 24928.50 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34361.12 >2 Yr <= 3 Yr No 1414.99 7-30 Days S-4 35092.23 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16424.35 >2 Yr <= 3 Yr No 388.78 7-30 Days S-5 15367.27 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12429.28 >2 Yr <= 3 Yr Yes 314.52 <7 Days S-6 13121.44 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5161.10 >2 Yr <= 3 Yr No 127.37 <7 Days S-7 5406.21 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18150.66 >3 Yr <= 4 Yr Yes 417.81 7-30 Days A-0-Q 19430.05 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42860.25 >3 Yr <= 4 Yr No 429.40 <7 Days A-1-Q 38950.04 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39954.21 >3 Yr <= 4 Yr No 1240.48 7-30 Days A-2-Q 42185.04 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24727.60 >3 Yr <= 4 Yr Yes 366.00 7-30 Days A-3-Q 24945.51 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19761.14 >3 Yr <= 4 Yr Yes 466.89 31-90 Days A-4-Q 21445.02 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40483.96 >3 Yr <= 4 Yr No 1638.16 <7 Days A-5-Q 43599.35 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3706.44 >3 Yr <= 4 Yr Yes 101.54 <7 Days CB-1-Q 3385.31 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38238.86 >3 Yr <= 4 Yr Yes 1811.62 31-90 Days CB-2-Q 37241.48 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27989.43 >3 Yr <= 4 Yr Yes 109.65 <7 Days S-1-Q 25538.65 Yes T+2 No No Securities Finance