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 13889.10 Day 22 Yes 395.39 <7 Days N-7 13163.12 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28478.11 Day 22 No 1014.03 7-30 Days P-1 26786.34 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12151.12 Day 22 No 207.20 <7 Days P-2 11013.78 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42955.03 Day 22 Yes 971.34 31-90 Days S-8 43312.02 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40527.57 Day 22 No 1798.13 <7 Days Y-1 40794.50 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36510.79 Day 22 No 118.11 31-90 Days Y-2 37644.04 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21917.25 Day 22 No 884.05 <7 Days Y-3 22846.74 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14805.63 Day 22 No 269.82 <7 Days Y-4 14600.94 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43817.11 Day 22 No 307.70 <7 Days Z-1 41081.20 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18691.57 Day 22 No 792.46 31-90 Days A-2 20257.95 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13173.82 Day 22 Yes 327.80 31-90 Days A-3 14308.39 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15783.23 Day 22 Yes 513.53 <7 Days A-4 15590.12 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12624.91 Day 22 Yes 442.12 <7 Days A-5 13550.30 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 411.53 Day 22 Yes 6.67 7-30 Days CB-1 401.38 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33159.04 Day 22 Yes 1423.26 <7 Days CB-2 30454.11 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37681.49 Day 22 No 1437.97 7-30 Days CB-3 36348.42 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18816.57 Day 22 No 225.66 7-30 Days E-1 18101.12 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7182.16 Day 22 Yes 236.32 <7 Days E-2 7604.11 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11884.62 Day 22 No 568.40 <7 Days G-1 12656.55 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31091.37 Day 22 No 1264.64 <7 Days G-2 28945.41 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38015.00 Day 22 No 533.16 <7 Days G-3 35832.31 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1103.72 Day 22 Yes 6.62 <7 Days IG-1 1124.94 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15797.46 Day 22 Yes 176.85 31-90 Days IG-2 16922.99 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15124.12 Day 22 Yes 385.73 <7 Days S-1 14488.67 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11158.98 Day 22 No 156.55 7-30 Days S-2 11446.08 No T+1 No Yes Liberty Wealth Management LLC Securities Finance