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 28514.03 271 - 364 Days Yes 904.89 7-30 Days A-1-Q 28778.88 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25930.68 271 - 364 Days No 101.76 7-30 Days A-2-Q 25948.05 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11451.62 271 - 364 Days Yes 170.30 7-30 Days A-3-Q 11284.03 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7466.73 271 - 364 Days Yes 166.49 31-90 Days A-4-Q 7113.01 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41390.01 271 - 364 Days No 712.70 <7 Days A-5-Q 38128.64 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20919.72 271 - 364 Days No 426.77 7-30 Days CB-1-Q 20511.91 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31126.88 271 - 364 Days No 839.98 7-30 Days CB-2-Q 31002.94 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17629.36 271 - 364 Days Yes 42.63 7-30 Days S-1-Q 16407.70 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3780.26 271 - 364 Days Yes 3.83 <7 Days S-2-Q 3931.70 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8455.51 271 - 364 Days No 347.65 <7 Days S-3-Q 8183.04 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3454.49 271 - 364 Days No 69.12 31-90 Days S-4-Q 3131.25 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12498.50 271 - 364 Days No 545.95 31-90 Days CB-3-Q 12871.24 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17212.71 271 - 364 Days No 212.76 <7 Days G-1-Q 18779.64 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39482.24 271 - 364 Days Yes 1096.90 31-90 Days G-2-Q 38366.35 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27899.06 271 - 364 Days Yes 370.31 7-30 Days G-3-Q 25397.66 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29159.00 271 - 364 Days No 382.50 <7 Days S-5-Q 30850.12 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37737.83 271 - 364 Days No 579.68 7-30 Days S-6-Q 35480.09 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18493.95 271 - 364 Days No 815.53 7-30 Days S-7-Q 17762.24 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40868.63 271 - 364 Days Yes 317.79 7-30 Days E-1-Q 36905.72 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19095.53 271 - 364 Days No 418.42 7-30 Days E-2-Q 19283.13 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8405.09 271 - 364 Days No 211.11 <7 Days IG-1-Q 8259.71 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19176.94 271 - 364 Days No 734.79 31-90 Days IG-2-Q 17607.83 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2110.03 271 - 364 Days Yes 29.23 31-90 Days C-1 2191.32 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11796.29 271 - 364 Days Yes 121.35 7-30 Days CB-4 12133.11 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12238.48 271 - 364 Days No 243.31 31-90 Days E-10 11310.68 Yes T+2 Yes No Trading