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 Yes 4714.34 Day 36 No 68.24 7-30 Days S-7 4588.80 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42313.00 Day 37 Yes 32.31 <7 Days A-0-Q 41533.91 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39439.30 Day 37 No 1334.94 <7 Days A-1-Q 41362.48 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19998.79 Day 37 No 241.69 <7 Days A-2-Q 18968.51 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 585.96 Day 37 No 2.37 31-90 Days A-3-Q 560.11 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33881.60 Day 37 Yes 369.55 31-90 Days A-4-Q 34542.71 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7224.32 Day 37 No 285.79 31-90 Days A-5-Q 7370.95 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27559.00 Day 37 No 1009.36 <7 Days CB-1-Q 26965.81 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42658.55 Day 37 Yes 593.49 <7 Days CB-2-Q 42638.91 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5061.67 Day 37 Yes 48.39 31-90 Days S-1-Q 4840.35 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3657.11 Day 37 No 23.38 31-90 Days S-2-Q 3418.28 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6993.43 Day 37 Yes 150.25 <7 Days S-3-Q 6501.67 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22100.28 Day 37 No 161.34 <7 Days S-4-Q 20966.60 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41647.00 Day 37 Yes 225.85 31-90 Days CB-3-Q 40044.64 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4280.47 Day 37 No 209.43 7-30 Days G-1-Q 3920.05 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14200.99 Day 37 No 201.36 7-30 Days G-2-Q 14373.26 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5384.64 Day 37 Yes 78.86 7-30 Days G-3-Q 5180.37 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41691.32 Day 37 Yes 148.36 7-30 Days S-5-Q 43146.73 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43578.41 Day 37 No 642.49 31-90 Days S-6-Q 40068.95 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2879.38 Day 37 Yes 21.01 31-90 Days S-7-Q 3011.41 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33247.07 Day 37 Yes 1508.40 31-90 Days E-1-Q 34264.53 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22199.89 Day 37 Yes 453.60 <7 Days E-2-Q 23372.94 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14411.53 Day 37 No 67.59 7-30 Days IG-1-Q 13073.44 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40269.25 Day 37 Yes 814.37 7-30 Days IG-2-Q 38200.15 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29319.60 Day 37 Yes 545.45 31-90 Days C-1 31379.04 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury