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 26109.80 >4 Yr <= 5 Yr No 927.52 7-30 Days E-2-Q 25832.23 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15247.26 >4 Yr <= 5 Yr No 473.09 <7 Days IG-1-Q 15296.65 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15361.99 >4 Yr <= 5 Yr Yes 86.93 31-90 Days IG-2-Q 16508.85 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7032.56 >4 Yr <= 5 Yr No 159.45 31-90 Days C-1 6691.08 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18232.93 >4 Yr <= 5 Yr No 361.69 31-90 Days CB-4 19262.82 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28683.26 >4 Yr <= 5 Yr No 1005.79 <7 Days E-10 26639.54 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8973.43 >4 Yr <= 5 Yr Yes 413.34 7-30 Days E-3 8336.05 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26513.07 >4 Yr <= 5 Yr No 1197.21 7-30 Days E-4 25694.73 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18331.38 >4 Yr <= 5 Yr Yes 899.14 <7 Days E-5 17243.65 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35697.71 >4 Yr <= 5 Yr No 368.75 7-30 Days E-6 33351.81 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36243.36 >4 Yr <= 5 Yr No 9.42 31-90 Days E-7 35606.01 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5909.62 >4 Yr <= 5 Yr Yes 31.33 <7 Days E-8 5424.78 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4470.00 >4 Yr <= 5 Yr No 211.29 7-30 Days E-9 4461.12 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7763.16 >4 Yr <= 5 Yr Yes 18.76 7-30 Days G-4 7594.09 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21.81 >4 Yr <= 5 Yr No 0.37 <7 Days IG-3 23.59 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28727.84 >4 Yr <= 5 Yr Yes 114.79 31-90 Days IG-4 31296.14 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3600.68 >4 Yr <= 5 Yr No 84.90 <7 Days IG-5 3379.55 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26768.23 >4 Yr <= 5 Yr Yes 564.88 <7 Days IG-6 27047.83 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9071.58 >4 Yr <= 5 Yr No 276.22 7-30 Days IG-7 9505.00 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10361.42 >4 Yr <= 5 Yr Yes 132.86 7-30 Days IG-8 9697.13 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3331.65 >4 Yr <= 5 Yr Yes 78.45 <7 Days L-1 3255.52 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25729.42 >4 Yr <= 5 Yr Yes 268.97 7-30 Days L-10 25649.47 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9237.16 >4 Yr <= 5 Yr Yes 204.96 <7 Days L-11 8818.62 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18829.33 >4 Yr <= 5 Yr No 924.78 7-30 Days L-2 19884.18 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37146.03 >4 Yr <= 5 Yr Yes 323.97 <7 Days L-3 37094.49 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding