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 40411.00 >5 Yr No 1302.66 7-30 Days A-2-Q 41013.59 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 50.93 >5 Yr No 0.20 <7 Days A-3-Q 51.16 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1329.07 >5 Yr No 2.43 7-30 Days A-4-Q 1291.45 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28269.54 >5 Yr No 494.60 31-90 Days A-5-Q 26857.82 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37690.17 >5 Yr No 328.66 31-90 Days CB-1-Q 36548.29 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43878.94 >5 Yr No 640.94 <7 Days CB-2-Q 44505.63 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29118.31 >5 Yr Yes 1220.49 31-90 Days S-1-Q 28264.84 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26476.51 >5 Yr Yes 381.51 31-90 Days S-2-Q 26557.09 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35717.26 >5 Yr Yes 530.32 <7 Days S-3-Q 36202.21 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3452.48 >5 Yr No 47.54 <7 Days S-4-Q 3204.12 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9881.65 >5 Yr No 394.47 <7 Days CB-3-Q 9018.53 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13715.91 >5 Yr Yes 300.95 7-30 Days G-1-Q 13361.11 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18666.53 >5 Yr Yes 718.47 31-90 Days G-2-Q 17165.42 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37357.77 >5 Yr No 690.71 31-90 Days G-3-Q 36699.76 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42198.79 >5 Yr Yes 2082.34 <7 Days S-5-Q 42327.81 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29066.93 >5 Yr No 995.87 <7 Days S-6-Q 26999.20 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29151.86 >5 Yr Yes 1081.86 31-90 Days S-7-Q 29760.27 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4243.98 >5 Yr Yes 164.89 7-30 Days E-1-Q 3960.42 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7139.12 >5 Yr Yes 191.63 31-90 Days E-2-Q 6983.76 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31734.65 >5 Yr No 668.33 7-30 Days IG-1-Q 33637.81 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36981.91 >5 Yr Yes 1273.31 7-30 Days IG-2-Q 34961.33 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37592.77 >5 Yr Yes 1152.52 7-30 Days C-1 40013.93 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26078.33 >5 Yr Yes 146.37 <7 Days CB-4 25562.81 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25551.15 >5 Yr No 890.64 7-30 Days E-10 27552.66 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34133.84 >5 Yr No 479.40 <7 Days E-3 36423.64 No T+1 Yes Yes Liberty Capital Markets Inc. Funding