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 685.83 >3 Yr <= 4 Yr Yes 14.92 31-90 Days S-3 718.21 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8428.19 >3 Yr <= 4 Yr No 83.40 7-30 Days S-4 7650.08 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9013.73 >3 Yr <= 4 Yr No 66.65 <7 Days S-5 9540.30 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12037.77 >3 Yr <= 4 Yr No 508.65 <7 Days S-6 13024.13 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33927.95 >3 Yr <= 4 Yr No 360.30 7-30 Days S-7 31461.79 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32766.85 >4 Yr <= 5 Yr Yes 207.18 31-90 Days A-0-Q 33005.59 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21744.38 >4 Yr <= 5 Yr Yes 890.95 <7 Days A-1-Q 21831.75 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18108.44 >4 Yr <= 5 Yr No 836.76 31-90 Days A-2-Q 16562.63 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30467.93 >4 Yr <= 5 Yr Yes 1512.56 7-30 Days A-3-Q 30997.77 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5172.34 >4 Yr <= 5 Yr Yes 165.90 <7 Days A-4-Q 4725.37 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27303.96 >4 Yr <= 5 Yr Yes 958.07 31-90 Days A-5-Q 25844.24 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12829.65 >4 Yr <= 5 Yr Yes 540.87 <7 Days CB-1-Q 13786.11 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23581.22 >4 Yr <= 5 Yr No 632.43 7-30 Days CB-2-Q 24888.56 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14153.92 >4 Yr <= 5 Yr Yes 76.36 31-90 Days S-1-Q 14283.67 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23456.08 >4 Yr <= 5 Yr No 640.80 31-90 Days S-2-Q 23035.00 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13169.93 >4 Yr <= 5 Yr Yes 444.24 <7 Days S-3-Q 12725.84 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2829.86 >4 Yr <= 5 Yr Yes 117.99 31-90 Days S-4-Q 2721.07 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20686.72 >4 Yr <= 5 Yr Yes 362.05 7-30 Days CB-3-Q 20461.41 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38189.20 >4 Yr <= 5 Yr Yes 583.49 <7 Days G-1-Q 38632.35 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23734.54 >4 Yr <= 5 Yr No 519.85 31-90 Days G-2-Q 23115.39 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36614.88 >4 Yr <= 5 Yr Yes 1116.97 <7 Days G-3-Q 38529.88 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34905.38 >4 Yr <= 5 Yr No 245.09 <7 Days S-5-Q 35873.51 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34360.97 >4 Yr <= 5 Yr Yes 1202.37 <7 Days S-6-Q 35451.83 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42402.55 >4 Yr <= 5 Yr Yes 860.38 <7 Days S-7-Q 38301.38 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21995.28 >4 Yr <= 5 Yr No 827.80 31-90 Days E-1-Q 24143.44 No T+2 Yes No Treasury