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 25459.98 Day 18 Yes 93.12 <7 Days G-3-Q 24189.16 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4043.56 Day 18 Yes 182.90 7-30 Days S-5-Q 4041.60 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43258.97 Day 18 Yes 1944.51 31-90 Days S-6-Q 45517.19 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13264.42 Day 18 No 173.48 31-90 Days S-7-Q 13751.90 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31561.60 Day 18 Yes 1501.26 31-90 Days E-1-Q 34311.72 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10174.70 Day 18 Yes 80.01 31-90 Days E-2-Q 10439.15 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18473.90 Day 18 No 96.89 <7 Days IG-1-Q 18360.27 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29950.23 Day 18 No 624.44 <7 Days IG-2-Q 28083.51 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11643.09 Day 18 No 534.23 31-90 Days C-1 11211.43 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39637.76 Day 18 No 122.29 7-30 Days CB-4 42689.64 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37809.09 Day 18 No 1553.23 31-90 Days E-10 34585.68 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26536.00 Day 18 No 174.95 7-30 Days E-3 28944.38 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12919.46 Day 18 Yes 73.12 31-90 Days E-4 12872.43 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14084.11 Day 18 No 536.58 <7 Days E-5 13328.21 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22160.98 Day 18 Yes 323.35 31-90 Days E-6 20486.69 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12776.98 Day 18 No 255.04 7-30 Days E-7 13075.94 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24660.47 Day 18 No 307.61 7-30 Days E-8 23245.70 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3895.47 Day 18 Yes 63.51 7-30 Days E-9 3643.68 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33417.77 Day 18 No 391.95 7-30 Days G-4 30824.59 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3891.02 Day 18 Yes 164.80 7-30 Days IG-3 3861.67 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25499.91 Day 18 No 880.20 <7 Days IG-4 27396.27 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2274.44 Day 18 No 25.93 7-30 Days IG-5 2141.00 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20374.48 Day 18 No 590.04 31-90 Days IG-6 19722.34 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14064.07 Day 18 Yes 385.32 31-90 Days IG-7 14917.72 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3477.15 Day 18 No 69.87 31-90 Days IG-8 3445.27 Yes T+0 No Yes Liberty International Finance Ltd. Funding