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 27530.25 Day 35 No 720.03 7-30 Days G-1 25603.66 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19956.05 Day 35 Yes 189.30 <7 Days G-2 20708.23 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32201.12 Day 35 Yes 541.24 <7 Days G-3 34312.44 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33098.80 Day 35 Yes 702.36 <7 Days IG-1 34645.78 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18744.31 Day 35 No 679.12 <7 Days IG-2 19171.46 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13226.47 Day 35 No 139.37 7-30 Days S-1 13987.80 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42190.51 Day 35 No 1042.31 <7 Days S-2 43358.46 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13260.08 Day 35 Yes 271.37 31-90 Days S-3 11965.96 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5332.88 Day 35 No 83.28 31-90 Days S-4 5572.17 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33367.30 Day 35 No 253.41 7-30 Days S-5 33836.74 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23130.89 Day 35 No 423.88 7-30 Days S-6 21113.69 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23829.33 Day 35 No 506.47 7-30 Days S-7 21768.62 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25419.14 Day 36 Yes 407.73 <7 Days A-0-Q 27316.25 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14622.45 Day 36 Yes 400.94 31-90 Days A-1-Q 15975.01 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31994.36 Day 36 No 492.88 7-30 Days A-2-Q 34140.17 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23442.07 Day 36 Yes 489.75 31-90 Days A-3-Q 25406.36 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30211.62 Day 36 No 400.54 <7 Days A-4-Q 33113.98 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30395.35 Day 36 Yes 32.18 7-30 Days A-5-Q 31862.45 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6172.94 Day 36 No 10.88 7-30 Days CB-1-Q 6258.85 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4910.84 Day 36 Yes 196.01 7-30 Days CB-2-Q 4906.57 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2899.15 Day 36 No 122.83 31-90 Days S-1-Q 2742.12 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 157.28 Day 36 No 1.63 <7 Days S-2-Q 146.16 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40217.25 Day 36 Yes 977.32 <7 Days S-3-Q 37018.65 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11560.70 Day 36 No 465.72 31-90 Days S-4-Q 12582.35 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43795.60 Day 36 Yes 596.00 31-90 Days CB-3-Q 42925.68 No T+2 No No Treasury