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 17182.54 Day 2 No 539.09 7-30 Days P-1 17021.66 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33588.65 Day 2 Yes 247.07 7-30 Days P-2 34979.64 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13066.41 Day 2 No 185.88 31-90 Days S-8 11829.46 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33933.91 Day 2 Yes 1267.46 7-30 Days Y-1 35245.07 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14267.19 Day 2 No 699.59 <7 Days Y-2 14643.72 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 946.38 Day 2 Yes 5.26 <7 Days Y-3 932.55 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43762.95 Day 2 No 1015.04 <7 Days Y-4 47217.26 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9274.73 Day 2 No 253.96 7-30 Days Z-1 8356.25 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12861.93 Day 2 No 366.85 31-90 Days A-2 12234.70 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39789.07 Day 2 No 335.41 31-90 Days A-3 41394.09 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3203.04 Day 2 Yes 157.14 <7 Days A-4 3117.42 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39265.70 Day 2 Yes 726.28 31-90 Days A-5 41333.10 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7888.13 Day 2 No 176.93 31-90 Days CB-1 8042.21 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39236.01 Day 2 Yes 48.65 <7 Days CB-2 36075.77 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19151.16 Day 2 Yes 869.52 7-30 Days CB-3 17719.64 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1958.28 Day 2 Yes 10.19 <7 Days E-1 1892.82 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15012.98 Day 2 No 658.96 7-30 Days E-2 15906.09 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20955.92 Day 2 No 296.40 7-30 Days G-1 20190.49 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13632.89 Day 2 Yes 301.81 7-30 Days G-2 14832.03 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30221.71 Day 2 No 78.70 7-30 Days G-3 29626.67 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14422.07 Day 2 Yes 525.22 31-90 Days IG-1 15327.66 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42796.56 Day 2 No 165.38 31-90 Days IG-2 41813.60 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38794.24 Day 2 Yes 1912.70 <7 Days S-1 41690.04 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2402.65 Day 2 No 117.68 31-90 Days S-2 2531.42 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23581.28 Day 2 No 381.93 7-30 Days S-3 24126.14 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury