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 No 19128.35 Day 10 No 638.12 <7 Days C-1 20276.79 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21226.57 Day 10 Yes 235.27 31-90 Days CB-4 20766.13 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11920.51 Day 10 Yes 29.77 7-30 Days E-10 13012.18 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20238.35 Day 10 Yes 615.79 31-90 Days E-3 19445.55 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13144.89 Day 10 Yes 122.41 31-90 Days E-4 11932.16 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11484.92 Day 10 No 56.04 31-90 Days E-5 10618.03 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16175.05 Day 10 No 486.13 31-90 Days E-6 15061.16 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21814.29 Day 10 No 778.39 <7 Days E-7 20357.58 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4271.80 Day 10 No 136.18 31-90 Days E-8 4222.20 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33175.16 Day 10 Yes 868.83 31-90 Days E-9 31283.42 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23364.92 Day 10 No 453.65 31-90 Days G-4 22276.18 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7381.46 Day 10 Yes 359.66 <7 Days IG-3 7153.67 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9331.95 Day 10 Yes 113.22 <7 Days IG-4 9276.87 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31469.60 Day 10 Yes 1304.65 <7 Days IG-5 31254.16 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12347.19 Day 10 Yes 88.26 <7 Days IG-6 12747.34 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11615.10 Day 10 No 507.88 <7 Days IG-7 10520.10 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11021.91 Day 10 No 492.96 31-90 Days IG-8 11582.99 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1397.60 Day 10 Yes 47.00 7-30 Days L-1 1469.83 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19369.14 Day 10 Yes 92.76 <7 Days L-10 20344.22 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34393.89 Day 10 Yes 250.59 31-90 Days L-11 32610.83 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13972.10 Day 10 Yes 624.93 <7 Days L-2 14291.30 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4408.66 Day 10 Yes 189.05 7-30 Days L-3 4380.24 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13579.54 Day 10 No 155.83 31-90 Days L-4 13382.04 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26791.83 Day 10 No 1176.58 7-30 Days L-5 28686.87 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17979.94 Day 10 Yes 691.39 <7 Days L-6 18134.81 Yes T+1 No Yes Liberty International Finance Ltd. Treasury