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 18394.06 Day 8 Yes 316.90 31-90 Days A-5-Q 18975.50 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33434.88 Day 8 Yes 716.16 <7 Days CB-1-Q 32490.38 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36316.25 Day 8 Yes 755.63 31-90 Days CB-2-Q 34965.00 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 241.03 Day 8 No 1.69 31-90 Days S-1-Q 237.23 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16053.11 Day 8 No 798.17 31-90 Days S-2-Q 16127.72 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35508.68 Day 8 Yes 953.36 31-90 Days S-3-Q 38320.84 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1644.54 Day 8 No 41.27 7-30 Days S-4-Q 1544.35 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4747.60 Day 8 No 50.47 7-30 Days CB-3-Q 5061.76 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3452.84 Day 8 No 69.79 <7 Days G-1-Q 3208.26 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15323.11 Day 8 No 709.80 31-90 Days G-2-Q 14070.17 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17063.20 Day 8 No 852.40 <7 Days G-3-Q 18659.78 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43889.89 Day 8 Yes 949.63 <7 Days S-5-Q 42908.73 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11988.50 Day 8 Yes 559.28 7-30 Days S-6-Q 11688.26 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7435.85 Day 8 Yes 2.01 7-30 Days S-7-Q 8112.63 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41468.25 Day 8 Yes 290.07 31-90 Days E-1-Q 41814.56 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8678.11 Day 8 No 286.35 7-30 Days E-2-Q 8463.55 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23377.34 Day 8 No 461.48 31-90 Days IG-1-Q 25528.06 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5636.85 Day 8 Yes 84.73 31-90 Days IG-2-Q 6071.81 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28325.33 Day 8 No 1404.01 <7 Days C-1 26109.82 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27998.35 Day 8 Yes 72.46 7-30 Days CB-4 27076.35 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13260.74 Day 8 No 619.89 <7 Days E-10 13668.50 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33597.66 Day 8 No 917.78 <7 Days E-3 36285.16 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6077.78 Day 8 Yes 2.98 <7 Days E-4 6501.61 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12296.87 Day 8 Yes 154.54 31-90 Days E-5 11079.67 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8242.33 Day 8 No 36.22 31-90 Days E-6 7644.58 No T+0 Yes No Funding