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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40770.93 Day 33 No 143.66 7-30 Days E-2 40233.68 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4440.07 Day 33 No 196.74 31-90 Days G-1 4864.61 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6334.41 Day 33 Yes 52.63 31-90 Days G-2 6138.94 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38159.67 Day 33 Yes 1294.04 <7 Days G-3 41588.65 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21283.97 Day 33 Yes 668.17 31-90 Days IG-1 19580.79 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13526.88 Day 33 Yes 625.85 31-90 Days IG-2 13154.15 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9109.02 Day 33 Yes 105.33 <7 Days S-1 9540.06 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33092.02 Day 33 No 851.52 31-90 Days S-2 32211.30 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9362.77 Day 33 No 424.18 7-30 Days S-3 9499.35 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35513.96 Day 33 Yes 423.04 31-90 Days S-4 38998.04 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10532.18 Day 33 No 231.25 7-30 Days S-5 10066.75 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15200.85 Day 33 Yes 526.09 7-30 Days S-6 15960.93 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10530.25 Day 33 No 497.93 7-30 Days S-7 11311.64 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13153.74 Day 34 No 618.65 <7 Days A-0-Q 13568.54 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38478.84 Day 34 Yes 464.42 31-90 Days A-1-Q 35334.47 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5378.91 Day 34 No 85.85 31-90 Days A-2-Q 5535.48 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41497.93 Day 34 Yes 472.93 <7 Days A-3-Q 41831.60 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16172.90 Day 34 No 497.47 7-30 Days A-4-Q 16353.24 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 175.64 Day 34 Yes 5.38 <7 Days A-5-Q 172.82 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33536.55 Day 34 Yes 747.94 <7 Days CB-1-Q 34102.76 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 880.83 Day 34 No 39.92 31-90 Days CB-2-Q 858.99 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10113.32 Day 34 No 181.54 <7 Days S-1-Q 11075.69 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23006.30 Day 34 No 155.48 7-30 Days S-2-Q 22527.98 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18080.46 Day 34 Yes 195.69 <7 Days S-3-Q 16791.95 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27909.38 Day 34 Yes 875.83 31-90 Days S-4-Q 30622.73 Yes T+2 Yes No Treasury