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 No 19093.01 271 - 364 Days No 72.90 7-30 Days IG-2-Q 20448.86 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15657.82 271 - 364 Days No 296.81 31-90 Days C-1 15486.12 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26383.20 271 - 364 Days Yes 588.65 <7 Days CB-4 25400.70 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17458.46 271 - 364 Days No 747.16 31-90 Days E-10 18152.67 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22451.17 271 - 364 Days Yes 1003.51 <7 Days E-3 22647.24 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12348.66 271 - 364 Days Yes 5.85 31-90 Days E-4 11149.32 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35986.44 271 - 364 Days No 766.06 31-90 Days E-5 34075.51 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31724.56 271 - 364 Days No 1543.17 31-90 Days E-6 33554.86 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42377.25 271 - 364 Days Yes 77.23 <7 Days E-7 45056.64 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43588.53 271 - 364 Days No 245.00 7-30 Days E-8 47651.71 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31455.95 271 - 364 Days No 430.92 7-30 Days E-9 30321.98 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6268.48 271 - 364 Days Yes 200.56 31-90 Days G-4 6151.81 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25221.25 271 - 364 Days No 558.58 31-90 Days IG-3 24947.59 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3812.51 271 - 364 Days Yes 128.58 31-90 Days IG-4 3533.08 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 498.98 271 - 364 Days No 3.14 <7 Days IG-5 505.05 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41703.81 271 - 364 Days No 1493.37 7-30 Days IG-6 43398.48 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6393.79 271 - 364 Days Yes 274.41 31-90 Days IG-7 6961.75 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29229.66 271 - 364 Days No 1184.70 31-90 Days IG-8 30343.19 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37819.15 271 - 364 Days No 645.03 31-90 Days L-1 34788.14 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40212.04 271 - 364 Days No 772.91 31-90 Days L-10 37976.85 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43690.86 271 - 364 Days No 1348.04 7-30 Days L-11 45300.05 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34486.74 271 - 364 Days No 762.78 7-30 Days L-2 34498.37 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29258.90 271 - 364 Days Yes 1184.29 31-90 Days L-3 30198.17 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3028.14 271 - 364 Days Yes 12.97 31-90 Days L-4 2960.18 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13519.05 271 - 364 Days No 185.61 <7 Days L-5 12923.97 No T+1 No No Treasury