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 37032.82 Day 15 Yes 192.52 31-90 Days N-1 34270.76 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25669.51 Day 15 Yes 197.38 <7 Days N-2 26037.96 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31329.44 Day 15 No 145.41 <7 Days N-3 32479.57 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22864.42 Day 15 Yes 418.08 7-30 Days N-4 20854.17 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10799.63 Day 15 No 419.97 31-90 Days N-5 11747.07 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9273.43 Day 15 No 444.61 <7 Days N-6 9058.16 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13507.51 Day 15 No 400.24 31-90 Days N-7 12620.40 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16424.24 Day 15 Yes 590.42 7-30 Days P-1 18014.88 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38695.28 Day 15 No 1212.95 7-30 Days P-2 38083.27 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32507.49 Day 15 Yes 534.17 7-30 Days S-8 31327.89 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27652.32 Day 15 No 782.48 <7 Days Y-1 29120.39 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22762.63 Day 15 Yes 686.83 7-30 Days Y-2 21380.92 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28574.04 Day 15 No 107.13 31-90 Days Y-3 30025.62 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38426.87 Day 15 Yes 469.79 <7 Days Y-4 38002.98 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12293.50 Day 15 No 593.77 7-30 Days Z-1 11856.20 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19404.40 Day 15 No 419.00 <7 Days A-2 17543.12 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30774.78 Day 15 No 410.26 7-30 Days A-3 33090.76 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33211.68 Day 15 No 91.07 31-90 Days A-4 34952.25 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41646.72 Day 15 No 160.33 <7 Days A-5 38968.30 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37905.96 Day 15 Yes 1084.39 7-30 Days CB-1 36967.87 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25807.15 Day 15 No 897.89 <7 Days CB-2 23804.46 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31826.67 Day 15 No 399.88 7-30 Days CB-3 34689.05 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24003.41 Day 15 No 903.47 7-30 Days E-1 23117.72 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33111.84 Day 15 Yes 376.56 <7 Days E-2 35260.16 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6397.74 Day 15 No 303.03 <7 Days G-1 6576.16 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury