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 18262.99 Day 1 No 179.98 7-30 Days E-5 19441.11 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37859.79 Day 1 Yes 1026.55 7-30 Days E-6 38512.52 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39380.06 Day 1 No 189.56 <7 Days E-7 36013.87 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6796.94 Day 1 Yes 172.00 7-30 Days E-8 6961.22 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19640.95 Day 1 No 634.15 <7 Days E-9 20127.52 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12408.62 Day 1 No 399.43 7-30 Days G-4 12884.77 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9787.08 Day 1 Yes 275.32 7-30 Days IG-3 10554.91 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12846.34 Day 1 No 108.59 31-90 Days IG-4 13579.25 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2184.03 Day 1 No 59.17 <7 Days IG-5 2294.49 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30104.79 Day 1 Yes 866.52 31-90 Days IG-6 29563.35 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27136.14 Day 1 No 165.44 7-30 Days IG-7 28375.25 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23678.58 Day 1 Yes 1132.84 31-90 Days IG-8 23882.58 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5668.92 Day 1 Yes 139.03 31-90 Days L-1 6227.69 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3536.86 Day 1 No 74.65 <7 Days L-10 3629.95 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4707.22 Day 1 No 172.88 <7 Days L-11 4504.80 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5755.16 Day 1 No 95.52 7-30 Days L-2 5881.35 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13460.29 Day 1 Yes 317.35 <7 Days L-3 12530.27 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2625.98 Day 1 No 79.30 31-90 Days L-4 2782.29 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23324.46 Day 1 Yes 679.75 31-90 Days L-5 22644.19 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43977.45 Day 1 No 148.31 7-30 Days L-6 46602.57 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19843.97 Day 1 No 211.32 <7 Days L-7 18298.61 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31812.31 Day 1 Yes 731.64 7-30 Days L-8 32240.60 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13507.56 Day 1 Yes 670.18 7-30 Days L-9 12673.94 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14618.37 Day 1 Yes 728.61 <7 Days LC-1 13853.96 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 309.75 Day 1 No 10.48 <7 Days LC-2 304.23 Yes T+2 Yes No Trading