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 43032.10 Day 31 Yes 1768.32 31-90 Days S-1-Q 42500.06 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 420.41 Day 31 Yes 11.93 7-30 Days S-2-Q 436.29 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3696.00 Day 31 No 90.87 7-30 Days S-3-Q 3800.25 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 396.74 Day 31 No 18.23 31-90 Days S-4-Q 374.91 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2057.21 Day 31 No 96.35 <7 Days CB-3-Q 2009.80 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42214.36 Day 31 No 941.28 7-30 Days G-1-Q 38088.94 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32706.14 Day 31 Yes 58.11 <7 Days G-2-Q 29629.20 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27320.03 Day 31 No 37.90 31-90 Days G-3-Q 25690.14 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15803.81 Day 31 Yes 293.65 <7 Days S-5-Q 15741.16 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20088.49 Day 31 Yes 134.52 <7 Days S-6-Q 21989.92 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7297.69 Day 31 No 157.00 31-90 Days S-7-Q 7562.35 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14318.41 Day 31 Yes 590.61 7-30 Days E-1-Q 14155.42 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2448.27 Day 31 Yes 50.34 7-30 Days E-2-Q 2321.12 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39110.39 Day 31 No 1548.43 <7 Days IG-1-Q 37954.04 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28226.62 Day 31 No 818.72 31-90 Days IG-2-Q 27577.74 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20562.79 Day 31 Yes 388.85 31-90 Days C-1 21687.05 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40398.16 Day 31 Yes 223.43 <7 Days CB-4 37695.31 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13091.26 Day 31 Yes 105.26 7-30 Days E-10 13428.50 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13637.61 Day 31 Yes 580.20 <7 Days E-3 12845.82 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24871.19 Day 31 Yes 137.33 31-90 Days E-4 25316.03 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37505.16 Day 31 No 1219.79 7-30 Days E-5 36053.27 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42454.15 Day 31 Yes 999.92 7-30 Days E-6 42663.82 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28201.25 Day 31 No 1358.20 31-90 Days E-7 26639.83 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21284.12 Day 31 Yes 332.66 <7 Days E-8 23218.10 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23966.57 Day 31 Yes 414.81 <7 Days E-9 21683.80 No T+2 Yes No Treasury