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 31845.40 Day 7 Yes 173.56 7-30 Days A-3 31595.01 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37196.05 Day 7 No 58.41 31-90 Days A-4 37940.80 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25655.64 Day 7 Yes 682.42 7-30 Days A-5 24582.40 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14755.72 Day 7 Yes 208.31 31-90 Days CB-1 15171.30 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31540.01 Day 7 Yes 907.97 7-30 Days CB-2 29240.44 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43927.02 Day 7 No 747.14 31-90 Days CB-3 45030.85 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25717.83 Day 7 No 63.18 <7 Days E-1 24249.68 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1819.89 Day 7 Yes 47.23 31-90 Days E-2 1733.26 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7144.50 Day 7 No 292.87 7-30 Days G-1 7710.23 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3748.38 Day 7 No 125.19 7-30 Days G-2 3783.56 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15513.06 Day 7 No 376.79 7-30 Days G-3 14981.76 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41917.43 Day 7 Yes 1488.35 31-90 Days IG-1 44033.17 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39322.36 Day 7 No 359.23 7-30 Days IG-2 39573.07 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4733.00 Day 7 Yes 168.42 31-90 Days S-1 4279.57 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10653.80 Day 7 No 56.80 <7 Days S-2 9996.56 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22832.51 Day 7 No 155.43 31-90 Days S-3 24232.73 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34533.18 Day 7 No 727.45 7-30 Days S-4 31939.51 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42553.13 Day 7 Yes 870.20 31-90 Days S-5 44227.39 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36843.12 Day 7 No 723.69 <7 Days S-6 39597.42 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29514.97 Day 7 Yes 174.99 7-30 Days S-7 27396.91 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27056.60 Day 8 No 219.56 7-30 Days A-0-Q 28835.50 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16532.41 Day 8 No 261.21 <7 Days A-1-Q 17888.12 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4360.70 Day 8 Yes 137.77 <7 Days A-2-Q 4106.91 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 641.68 Day 8 No 12.56 31-90 Days A-3-Q 607.52 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 801.08 Day 8 No 30.41 7-30 Days A-4-Q 862.24 Yes T+2 No Yes Liberty Capital Markets Inc. Trading