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 15730.28 61 - 67 Days No 248.85 7-30 Days S-7 17118.44 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24123.89 68 - 74 Days Yes 88.28 31-90 Days A-0-Q 26417.28 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42824.93 68 - 74 Days No 1524.01 7-30 Days A-1-Q 43392.83 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43396.57 68 - 74 Days No 1064.79 <7 Days A-2-Q 43231.60 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7345.83 68 - 74 Days Yes 137.53 <7 Days A-3-Q 7795.98 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9467.16 68 - 74 Days No 347.08 7-30 Days A-4-Q 9046.09 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36717.89 68 - 74 Days Yes 962.88 7-30 Days A-5-Q 34881.62 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24090.21 68 - 74 Days No 301.93 31-90 Days CB-1-Q 23360.42 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11860.83 68 - 74 Days No 94.74 7-30 Days CB-2-Q 11469.57 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39536.97 68 - 74 Days Yes 1738.42 31-90 Days S-1-Q 43051.93 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24675.09 68 - 74 Days Yes 872.64 7-30 Days S-2-Q 25961.47 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41026.28 68 - 74 Days No 744.87 <7 Days S-3-Q 43507.95 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17244.27 68 - 74 Days Yes 672.99 7-30 Days S-4-Q 16360.97 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5200.43 68 - 74 Days Yes 51.08 <7 Days CB-3-Q 5606.82 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20757.94 68 - 74 Days No 570.49 31-90 Days G-1-Q 21752.99 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11680.68 68 - 74 Days No 413.08 31-90 Days G-2-Q 10681.12 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21184.99 68 - 74 Days No 588.30 31-90 Days G-3-Q 21674.10 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38353.44 68 - 74 Days No 1048.01 31-90 Days S-5-Q 40998.64 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34527.16 68 - 74 Days Yes 274.34 7-30 Days S-6-Q 34091.84 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7823.61 68 - 74 Days Yes 29.19 31-90 Days S-7-Q 7629.32 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13287.84 68 - 74 Days No 94.18 <7 Days E-1-Q 12102.29 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3345.42 68 - 74 Days No 84.20 7-30 Days E-2-Q 3387.84 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 358.27 68 - 74 Days No 17.78 7-30 Days IG-1-Q 331.41 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2049.04 68 - 74 Days Yes 50.97 7-30 Days IG-2-Q 2247.20 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3809.83 68 - 74 Days Yes 70.38 <7 Days C-1 3585.99 Yes T+1 No No Trading