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 30168.07 Open Yes 210.93 7-30 Days L-11 32943.04 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19452.25 Open No 45.56 31-90 Days L-2 20011.29 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30441.12 Open No 1376.96 <7 Days L-3 29960.91 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31857.45 Open No 363.01 7-30 Days L-4 30594.40 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2370.77 Open No 64.01 <7 Days L-5 2326.11 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18488.36 Open Yes 696.05 7-30 Days L-6 17615.10 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16240.91 Open Yes 575.74 7-30 Days L-7 16989.13 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7284.96 Open Yes 296.08 <7 Days L-8 6897.11 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18477.64 Open No 859.41 7-30 Days L-9 17764.91 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41038.67 Open Yes 387.21 <7 Days LC-1 42844.27 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14873.73 Open Yes 366.95 7-30 Days LC-2 14513.94 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5248.55 Open No 40.41 <7 Days N-1 5433.77 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37186.48 Open Yes 18.02 7-30 Days N-2 36747.36 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13532.01 Open Yes 566.10 31-90 Days N-3 14554.16 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23317.87 Open No 161.30 31-90 Days N-4 23190.67 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38108.24 Open No 578.08 <7 Days N-5 34316.45 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43855.29 Open No 1857.40 31-90 Days N-6 46491.55 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33521.44 Open No 1032.12 31-90 Days N-7 36237.20 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39374.81 Open Yes 1307.26 <7 Days P-1 42375.76 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7086.40 Open No 44.87 7-30 Days P-2 6590.86 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16871.30 Open Yes 495.78 7-30 Days S-8 17986.93 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13553.48 Open No 118.71 31-90 Days Y-1 13606.44 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16304.71 Open Yes 45.10 7-30 Days Y-2 17584.64 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18955.34 Open No 321.37 31-90 Days Y-3 18000.52 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5036.45 Open No 65.27 31-90 Days Y-4 4589.18 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading