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 35921.22 Day 53 Yes 1626.50 31-90 Days E-1 32763.50 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15732.29 Day 53 No 783.74 7-30 Days E-2 15521.14 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21146.46 Day 53 No 363.07 7-30 Days G-1 21053.56 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26261.80 Day 53 Yes 661.03 7-30 Days G-2 27696.21 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13738.62 Day 53 Yes 11.85 31-90 Days G-3 12698.72 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29275.56 Day 53 Yes 950.15 31-90 Days IG-1 31742.48 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29798.46 Day 53 No 349.05 7-30 Days IG-2 27267.69 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33080.13 Day 53 Yes 514.22 7-30 Days S-1 32283.10 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17708.18 Day 53 No 284.75 7-30 Days S-2 16699.27 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3639.71 Day 53 Yes 151.38 31-90 Days S-3 3497.90 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5758.29 Day 53 Yes 131.98 31-90 Days S-4 5674.33 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34288.57 Day 53 Yes 1587.74 7-30 Days S-5 34843.97 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21854.04 Day 53 No 401.63 <7 Days S-6 19836.91 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28511.80 Day 53 Yes 1212.29 <7 Days S-7 28923.27 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12337.25 Day 54 No 194.41 <7 Days A-0-Q 12660.87 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14176.30 Day 54 Yes 341.72 <7 Days A-1-Q 13947.45 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34489.73 Day 54 Yes 275.38 <7 Days A-2-Q 36083.57 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24167.77 Day 54 Yes 198.07 31-90 Days A-3-Q 24351.89 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41019.02 Day 54 Yes 1155.70 31-90 Days A-4-Q 41919.33 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35067.31 Day 54 No 580.50 31-90 Days A-5-Q 38088.21 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14395.22 Day 54 Yes 393.46 31-90 Days CB-1-Q 14768.61 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11229.94 Day 54 Yes 400.63 31-90 Days CB-2-Q 10492.78 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17705.05 Day 54 Yes 115.15 31-90 Days S-1-Q 19151.10 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11418.01 Day 54 No 180.09 <7 Days S-2-Q 11514.55 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5355.86 Day 54 Yes 32.79 31-90 Days S-3-Q 5314.13 No T+0 No No Trading