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 1181.03 Day 28 Yes 18.01 <7 Days A-0-Q 1141.65 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37732.55 Day 28 No 260.13 7-30 Days A-1-Q 37630.47 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34425.26 Day 28 No 1538.36 <7 Days A-2-Q 34360.97 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17192.82 Day 28 No 103.19 31-90 Days A-3-Q 16015.44 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24016.59 Day 28 No 415.32 31-90 Days A-4-Q 22197.63 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43059.96 Day 28 No 1636.14 7-30 Days A-5-Q 47163.28 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12801.47 Day 28 No 519.36 <7 Days CB-1-Q 12696.25 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30705.35 Day 28 No 634.45 <7 Days CB-2-Q 28384.27 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5919.27 Day 28 No 170.15 7-30 Days S-1-Q 5496.96 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15105.84 Day 28 No 454.51 31-90 Days S-2-Q 14077.39 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7189.43 Day 28 Yes 3.85 7-30 Days S-3-Q 7500.47 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4755.14 Day 28 No 69.52 <7 Days S-4-Q 4774.80 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41066.72 Day 28 No 445.58 <7 Days CB-3-Q 38135.31 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10037.33 Day 28 Yes 253.83 31-90 Days G-1-Q 9849.25 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10249.40 Day 28 Yes 129.56 31-90 Days G-2-Q 11023.98 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36251.48 Day 28 No 1352.38 7-30 Days G-3-Q 37579.82 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36103.38 Day 28 Yes 1357.62 <7 Days S-5-Q 33587.64 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28757.39 Day 28 No 349.92 <7 Days S-6-Q 27205.66 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5159.32 Day 28 Yes 229.86 <7 Days S-7-Q 5059.39 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18145.85 Day 28 No 886.13 7-30 Days E-1-Q 19345.23 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9988.09 Day 28 Yes 240.17 <7 Days E-2-Q 9589.59 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1095.51 Day 28 Yes 52.13 31-90 Days IG-1-Q 1142.59 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17348.67 Day 28 Yes 666.06 <7 Days IG-2-Q 18890.60 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38849.65 Day 28 No 106.58 7-30 Days C-1 41950.85 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8918.66 Day 28 Yes 89.72 31-90 Days CB-4 9057.65 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance