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 6398.71 >4 Yr <= 5 Yr No 305.33 31-90 Days Y-4 6190.61 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40057.28 >4 Yr <= 5 Yr Yes 1368.38 7-30 Days Z-1 39196.06 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31519.13 >4 Yr <= 5 Yr No 1401.57 31-90 Days A-2 31571.32 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15742.17 >4 Yr <= 5 Yr No 408.50 7-30 Days A-3 16131.96 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6373.05 >4 Yr <= 5 Yr Yes 247.87 31-90 Days A-4 6171.33 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29458.41 >4 Yr <= 5 Yr Yes 740.48 <7 Days A-5 29865.02 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12115.04 >4 Yr <= 5 Yr No 351.09 <7 Days CB-1 12163.00 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1918.26 >4 Yr <= 5 Yr Yes 25.84 <7 Days CB-2 1965.85 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38157.16 >4 Yr <= 5 Yr Yes 128.35 31-90 Days CB-3 38816.49 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26193.62 >4 Yr <= 5 Yr No 909.10 31-90 Days E-1 23971.09 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13663.23 >4 Yr <= 5 Yr Yes 532.38 7-30 Days E-2 13503.70 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27723.77 >4 Yr <= 5 Yr Yes 545.71 <7 Days G-1 28590.73 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14425.57 >4 Yr <= 5 Yr Yes 655.01 <7 Days G-2 14955.82 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8495.49 >4 Yr <= 5 Yr Yes 190.35 7-30 Days G-3 8470.64 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15071.25 >4 Yr <= 5 Yr Yes 690.18 31-90 Days IG-1 14391.73 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27646.00 >4 Yr <= 5 Yr No 387.77 7-30 Days IG-2 28917.98 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10667.54 >4 Yr <= 5 Yr Yes 216.37 7-30 Days S-1 11526.03 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16053.42 >4 Yr <= 5 Yr No 9.61 <7 Days S-2 16005.41 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15431.33 >4 Yr <= 5 Yr No 268.27 31-90 Days S-3 14858.26 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43236.92 >4 Yr <= 5 Yr Yes 1960.90 <7 Days S-4 46666.62 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7702.89 >4 Yr <= 5 Yr Yes 85.24 <7 Days S-5 8106.30 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8034.15 >4 Yr <= 5 Yr No 341.07 <7 Days S-6 7602.41 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29716.25 >4 Yr <= 5 Yr Yes 870.92 31-90 Days S-7 28968.39 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1337.10 >5 Yr Yes 41.01 <7 Days A-0-Q 1418.55 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12865.28 >5 Yr Yes 535.57 31-90 Days A-1-Q 11753.13 Yes T+2 No No Securities Finance