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 21966.28 >3 Yr <= 4 Yr Yes 495.84 31-90 Days IG-3 23312.79 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8865.90 >3 Yr <= 4 Yr Yes 331.60 <7 Days IG-4 8280.85 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25540.33 >3 Yr <= 4 Yr Yes 1098.49 <7 Days IG-5 25664.99 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11606.30 >3 Yr <= 4 Yr Yes 147.74 31-90 Days IG-6 12209.02 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11368.27 >3 Yr <= 4 Yr No 532.56 31-90 Days IG-7 12430.71 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2838.46 >3 Yr <= 4 Yr Yes 91.47 <7 Days IG-8 3104.22 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 506.70 >3 Yr <= 4 Yr Yes 11.19 31-90 Days L-1 519.44 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9633.05 >3 Yr <= 4 Yr Yes 71.84 31-90 Days L-10 9020.02 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17800.14 >3 Yr <= 4 Yr Yes 653.20 <7 Days L-11 19511.69 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27643.64 >3 Yr <= 4 Yr No 80.43 31-90 Days L-2 29135.44 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22675.24 >3 Yr <= 4 Yr No 625.02 <7 Days L-3 21138.55 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19978.55 >3 Yr <= 4 Yr Yes 384.42 7-30 Days L-4 21033.63 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34344.57 >3 Yr <= 4 Yr No 1501.21 <7 Days L-5 35056.18 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28279.45 >3 Yr <= 4 Yr Yes 1039.62 31-90 Days L-6 30093.66 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27000.73 >3 Yr <= 4 Yr No 581.80 31-90 Days L-7 26203.37 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28890.47 >3 Yr <= 4 Yr Yes 325.78 <7 Days L-8 31582.46 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32105.97 >3 Yr <= 4 Yr Yes 1099.65 7-30 Days L-9 31102.30 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2611.40 >3 Yr <= 4 Yr Yes 51.94 <7 Days LC-1 2781.33 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 724.43 >3 Yr <= 4 Yr No 8.63 7-30 Days LC-2 743.34 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2158.09 >3 Yr <= 4 Yr Yes 2.66 <7 Days N-1 1994.90 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19388.25 >3 Yr <= 4 Yr Yes 766.46 <7 Days N-2 20309.43 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3805.69 >3 Yr <= 4 Yr Yes 42.62 31-90 Days N-3 3964.43 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24393.69 >3 Yr <= 4 Yr Yes 757.12 7-30 Days N-4 24596.25 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3218.09 >3 Yr <= 4 Yr No 154.09 31-90 Days N-5 3236.22 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28471.46 >3 Yr <= 4 Yr Yes 1193.52 7-30 Days N-6 30900.07 No T+1 Yes No Treasury