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 24022.51 >= 1 Yr <= 2 Yr Yes 739.65 31-90 Days S-6 25047.47 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39577.23 >= 1 Yr <= 2 Yr No 1360.97 31-90 Days S-7 37095.97 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16394.39 >2 Yr <= 3 Yr No 368.43 <7 Days A-0-Q 15859.47 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37648.48 >2 Yr <= 3 Yr No 1794.51 7-30 Days A-1-Q 40022.32 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27403.09 >2 Yr <= 3 Yr Yes 147.73 <7 Days A-2-Q 30112.98 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32857.86 >2 Yr <= 3 Yr Yes 1522.65 7-30 Days A-3-Q 34036.36 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30434.92 >2 Yr <= 3 Yr Yes 1249.75 31-90 Days A-4-Q 30383.50 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1362.46 >2 Yr <= 3 Yr No 28.00 <7 Days A-5-Q 1368.99 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40967.16 >2 Yr <= 3 Yr Yes 1021.00 31-90 Days CB-1-Q 41203.06 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39916.27 >2 Yr <= 3 Yr Yes 605.73 7-30 Days CB-2-Q 38698.34 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20846.60 >2 Yr <= 3 Yr No 743.76 <7 Days S-1-Q 19515.31 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24987.60 >2 Yr <= 3 Yr Yes 814.92 31-90 Days S-2-Q 23834.52 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29935.88 >2 Yr <= 3 Yr No 1150.16 31-90 Days S-3-Q 27784.00 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25490.65 >2 Yr <= 3 Yr No 66.76 7-30 Days S-4-Q 23559.10 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9101.14 >2 Yr <= 3 Yr No 194.35 <7 Days CB-3-Q 9218.52 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 501.73 >2 Yr <= 3 Yr No 3.76 <7 Days G-1-Q 502.68 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41934.04 >2 Yr <= 3 Yr Yes 890.80 <7 Days G-2-Q 41992.35 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35143.37 >2 Yr <= 3 Yr Yes 1605.32 31-90 Days G-3-Q 32356.14 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36646.45 >2 Yr <= 3 Yr Yes 507.03 <7 Days S-5-Q 35948.57 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27467.52 >2 Yr <= 3 Yr No 64.83 <7 Days S-6-Q 28385.44 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17126.20 >2 Yr <= 3 Yr No 307.75 31-90 Days S-7-Q 17375.32 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3292.92 >2 Yr <= 3 Yr Yes 16.65 31-90 Days E-1-Q 3200.42 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32218.78 >2 Yr <= 3 Yr Yes 935.97 <7 Days E-2-Q 29247.77 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15900.51 >2 Yr <= 3 Yr No 590.84 <7 Days IG-1-Q 16822.67 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25952.53 >2 Yr <= 3 Yr No 439.34 <7 Days IG-2-Q 24622.56 No T+2 Yes No Trading