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 41154.11 Day 39 Yes 1431.75 31-90 Days A-5 43302.66 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24072.79 Day 39 Yes 399.94 <7 Days CB-1 23575.27 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28273.53 Day 39 Yes 439.39 7-30 Days CB-2 27292.51 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29890.38 Day 39 Yes 414.98 <7 Days CB-3 31956.72 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23771.24 Day 39 Yes 486.89 <7 Days E-1 21431.41 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29152.78 Day 39 Yes 19.70 7-30 Days E-2 26746.08 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 451.57 Day 39 Yes 3.59 <7 Days G-1 472.53 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28327.91 Day 39 Yes 492.43 7-30 Days G-2 27134.95 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1963.85 Day 39 No 61.42 31-90 Days G-3 2048.47 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3282.28 Day 39 No 152.74 7-30 Days IG-1 3272.10 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30518.17 Day 39 No 226.37 7-30 Days IG-2 30426.62 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11538.76 Day 39 Yes 166.17 7-30 Days S-1 11316.76 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2477.02 Day 39 Yes 70.76 <7 Days S-2 2709.27 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5789.31 Day 39 No 207.27 31-90 Days S-3 5902.05 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5881.16 Day 39 Yes 78.94 <7 Days S-4 5999.36 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4702.51 Day 39 Yes 71.19 7-30 Days S-5 4854.90 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7154.48 Day 39 Yes 80.65 7-30 Days S-6 7051.66 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25870.20 Day 39 No 487.23 <7 Days S-7 24414.61 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28626.24 Day 40 No 1164.99 31-90 Days A-0-Q 27796.52 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20667.42 Day 40 Yes 635.67 31-90 Days A-1-Q 21023.37 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1758.03 Day 40 Yes 51.73 31-90 Days A-2-Q 1687.86 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1459.49 Day 40 No 59.80 31-90 Days A-3-Q 1521.77 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19083.31 Day 40 Yes 561.36 <7 Days A-4-Q 18433.78 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35162.42 Day 40 No 1109.64 31-90 Days A-5-Q 34281.98 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31936.97 Day 40 Yes 1051.74 7-30 Days CB-1-Q 33867.18 Yes T+1 Yes No Securities Finance