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 Yes 39113.10 Day 19 No 1166.92 7-30 Days E-3 41067.65 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6768.78 Day 19 No 295.42 31-90 Days E-4 6561.02 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20391.68 Day 19 No 973.36 7-30 Days E-5 21094.47 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30874.21 Day 19 Yes 1339.81 <7 Days E-6 33815.03 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40748.92 Day 19 Yes 1914.94 31-90 Days E-7 40077.91 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25085.00 Day 19 Yes 681.57 <7 Days E-8 26412.97 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18180.61 Day 19 Yes 586.68 7-30 Days E-9 19008.40 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34469.47 Day 19 Yes 641.54 31-90 Days G-4 36223.85 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22430.47 Day 19 Yes 292.17 7-30 Days IG-3 20356.10 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38674.78 Day 19 No 282.57 31-90 Days IG-4 41969.47 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15198.45 Day 19 Yes 171.30 7-30 Days IG-5 14495.79 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25120.46 Day 19 Yes 855.41 <7 Days IG-6 26109.55 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39014.79 Day 19 No 1872.01 7-30 Days IG-7 42753.42 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29595.35 Day 19 No 593.16 <7 Days IG-8 28811.00 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36449.70 Day 19 No 1130.09 31-90 Days L-1 35940.46 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2139.43 Day 19 Yes 43.67 31-90 Days L-10 2335.09 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37746.69 Day 19 Yes 353.53 7-30 Days L-11 36592.51 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28234.25 Day 19 Yes 462.90 7-30 Days L-2 27548.41 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20810.65 Day 19 No 1038.03 31-90 Days L-3 20188.50 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44075.13 Day 19 Yes 811.28 <7 Days L-4 46903.01 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39082.55 Day 19 Yes 783.34 7-30 Days L-5 35421.74 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26643.49 Day 19 No 1067.51 7-30 Days L-6 24962.33 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15824.48 Day 19 No 180.36 7-30 Days L-7 14390.37 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30358.11 Day 19 No 957.18 7-30 Days L-8 30411.11 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25568.05 Day 19 Yes 754.01 7-30 Days L-9 25748.93 No T+0 No No Treasury