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 19253.01 Day 17 Yes 744.43 <7 Days N-2 19419.10 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6702.34 Day 17 Yes 24.68 <7 Days N-3 7166.99 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21373.92 Day 17 Yes 463.50 31-90 Days N-4 20209.95 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24261.38 Day 17 No 206.35 31-90 Days N-5 21967.58 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4746.60 Day 17 Yes 223.25 7-30 Days N-6 5059.27 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13197.81 Day 17 Yes 460.76 7-30 Days N-7 14392.70 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14466.21 Day 17 Yes 688.68 7-30 Days P-1 14446.80 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18735.15 Day 17 Yes 664.88 31-90 Days P-2 17503.95 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24196.83 Day 17 No 500.78 <7 Days S-8 24006.05 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34443.24 Day 17 Yes 603.99 7-30 Days Y-1 32597.80 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4305.24 Day 17 No 55.43 <7 Days Y-2 4194.38 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30490.30 Day 17 No 988.50 7-30 Days Y-3 30092.84 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16617.67 Day 17 No 310.41 7-30 Days Y-4 17660.26 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27900.73 Day 17 No 1340.93 7-30 Days Z-1 26393.30 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36423.90 Day 17 No 156.94 <7 Days A-2 38493.91 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42929.73 Day 17 No 198.51 31-90 Days A-3 38900.01 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8935.70 Day 17 Yes 170.00 7-30 Days A-4 8245.50 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7906.41 Day 17 No 223.88 <7 Days A-5 7155.76 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27588.26 Day 17 No 1339.56 <7 Days CB-1 25511.73 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19353.82 Day 17 No 513.88 7-30 Days CB-2 20062.07 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37703.43 Day 17 No 1045.50 31-90 Days CB-3 35137.65 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27400.18 Day 17 No 371.81 31-90 Days E-1 27066.05 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6919.57 Day 17 No 120.57 <7 Days E-2 6729.51 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5451.94 Day 17 No 38.21 7-30 Days G-1 5468.60 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10015.15 Day 17 Yes 287.51 31-90 Days G-2 9399.65 No T+0 No No Treasury