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 39662.20 >4 Yr <= 5 Yr No 71.80 <7 Days A-4 43098.18 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33194.50 >4 Yr <= 5 Yr No 606.14 7-30 Days A-5 36435.98 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3354.16 >4 Yr <= 5 Yr No 83.08 31-90 Days CB-1 3681.36 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16064.35 >4 Yr <= 5 Yr No 375.70 <7 Days CB-2 14554.12 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21367.12 >4 Yr <= 5 Yr No 441.54 7-30 Days CB-3 21317.71 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 752.43 >4 Yr <= 5 Yr Yes 28.46 <7 Days E-1 777.79 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42366.63 >4 Yr <= 5 Yr No 1208.92 31-90 Days E-2 40122.66 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17068.92 >4 Yr <= 5 Yr No 225.34 7-30 Days G-1 18448.23 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35148.85 >4 Yr <= 5 Yr Yes 516.88 31-90 Days G-2 31635.07 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36616.75 >4 Yr <= 5 Yr Yes 1645.11 <7 Days G-3 38621.89 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20161.41 >4 Yr <= 5 Yr Yes 375.16 31-90 Days IG-1 20281.18 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7922.94 >4 Yr <= 5 Yr No 53.30 <7 Days IG-2 7215.34 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13328.98 >4 Yr <= 5 Yr No 153.37 31-90 Days S-1 12451.47 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7686.79 >4 Yr <= 5 Yr Yes 355.86 <7 Days S-2 7014.00 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40393.10 >4 Yr <= 5 Yr No 1949.21 7-30 Days S-3 37935.38 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9448.17 >4 Yr <= 5 Yr Yes 6.44 7-30 Days S-4 9691.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17138.33 >4 Yr <= 5 Yr No 29.94 31-90 Days S-5 16059.02 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18016.74 >4 Yr <= 5 Yr No 359.21 7-30 Days S-6 19017.06 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10799.02 >4 Yr <= 5 Yr No 347.37 31-90 Days S-7 11568.95 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40838.29 >5 Yr Yes 1841.82 <7 Days A-0-Q 39989.83 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37138.11 >5 Yr Yes 526.57 7-30 Days A-1-Q 35982.25 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18889.95 >5 Yr No 507.69 <7 Days A-2-Q 17760.37 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11463.35 >5 Yr No 18.57 <7 Days A-3-Q 11199.78 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29034.21 >5 Yr Yes 743.17 7-30 Days A-4-Q 30335.23 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24179.32 >5 Yr No 100.28 31-90 Days A-5-Q 24875.02 Yes T+0 Yes No Treasury