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 No 10195.31 Day 34 Yes 384.11 7-30 Days S-5-Q 9508.76 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23998.97 Day 34 No 474.17 <7 Days S-6-Q 24931.93 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12862.07 Day 34 Yes 235.76 31-90 Days S-7-Q 13651.01 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39127.29 Day 34 No 1879.74 7-30 Days E-1-Q 39842.48 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42597.08 Day 34 No 578.30 <7 Days E-2-Q 44549.22 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22042.93 Day 34 No 597.72 31-90 Days IG-1-Q 23849.56 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4793.89 Day 34 Yes 42.53 7-30 Days IG-2-Q 4935.42 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35506.24 Day 34 Yes 141.79 7-30 Days C-1 36188.06 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1072.29 Day 34 No 41.58 7-30 Days CB-4 1142.33 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23089.04 Day 34 No 1115.76 7-30 Days E-10 24424.09 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35562.67 Day 34 No 1435.87 7-30 Days E-3 38630.40 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13631.85 Day 34 No 92.95 31-90 Days E-4 14470.42 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3313.03 Day 34 No 127.71 <7 Days E-5 3055.54 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39059.14 Day 34 No 740.04 7-30 Days E-6 40051.65 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37299.84 Day 34 Yes 1318.15 <7 Days E-7 39244.32 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24761.78 Day 34 Yes 963.07 31-90 Days E-8 24140.08 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41110.62 Day 34 No 484.50 7-30 Days E-9 39351.28 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19510.39 Day 34 No 273.00 <7 Days G-4 21064.72 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41591.25 Day 34 No 238.73 <7 Days IG-3 42556.11 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17726.78 Day 34 No 398.43 7-30 Days IG-4 18310.93 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34014.39 Day 34 Yes 1074.48 31-90 Days IG-5 30957.81 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19971.05 Day 34 No 583.88 7-30 Days IG-6 18807.30 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33395.67 Day 34 No 1660.32 <7 Days IG-7 36174.02 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1798.65 Day 34 Yes 53.46 31-90 Days IG-8 1823.45 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38229.03 Day 34 Yes 166.28 <7 Days L-1 41730.37 No T+2 No No Treasury