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 12582.10 Day 31 Yes 619.55 7-30 Days S-2 12182.69 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37911.01 Day 31 Yes 1464.85 31-90 Days S-3 35258.28 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34632.18 Day 31 No 1322.36 7-30 Days S-4 35623.64 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37993.49 Day 31 No 1704.23 <7 Days S-5 34619.95 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1280.06 Day 31 Yes 21.93 31-90 Days S-6 1213.56 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42463.90 Day 31 Yes 818.93 7-30 Days S-7 42658.82 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10133.87 Day 32 Yes 37.14 31-90 Days A-0-Q 10737.77 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5407.36 Day 32 Yes 41.61 31-90 Days A-1-Q 5433.97 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33665.21 Day 32 Yes 1312.39 <7 Days A-2-Q 30730.44 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6127.13 Day 32 No 133.13 <7 Days A-3-Q 6615.98 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41057.82 Day 32 No 609.00 <7 Days A-4-Q 38096.35 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16614.23 Day 32 Yes 288.88 7-30 Days A-5-Q 16780.92 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16348.76 Day 32 Yes 43.60 31-90 Days CB-1-Q 16767.80 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12405.55 Day 32 No 203.44 <7 Days CB-2-Q 11465.89 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32600.45 Day 32 No 417.72 <7 Days S-1-Q 34966.72 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1763.94 Day 32 No 41.32 7-30 Days S-2-Q 1814.18 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31602.63 Day 32 No 718.17 <7 Days S-3-Q 29303.08 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17002.99 Day 32 Yes 44.96 7-30 Days S-4-Q 16418.66 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19224.25 Day 32 No 594.38 7-30 Days CB-3-Q 17448.28 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14137.58 Day 32 No 74.70 <7 Days G-1-Q 14373.67 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22467.14 Day 32 Yes 614.26 31-90 Days G-2-Q 22307.33 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40404.52 Day 32 Yes 1130.99 31-90 Days G-3-Q 44428.23 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3205.81 Day 32 No 35.40 <7 Days S-5-Q 3433.48 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1494.22 Day 32 No 73.69 31-90 Days S-6-Q 1594.64 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19077.28 Day 32 Yes 480.62 <7 Days S-7-Q 17547.43 No T+2 No Yes Liberty Wealth Management LLC Treasury