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 11613.56 Day 23 No 234.78 31-90 Days A-4 11034.40 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30299.50 Day 23 No 869.32 <7 Days A-5 27970.48 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39096.26 Day 23 Yes 538.04 31-90 Days CB-1 36280.40 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9638.34 Day 23 No 182.66 <7 Days CB-2 10464.21 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21534.73 Day 23 Yes 374.35 7-30 Days CB-3 19891.26 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6188.78 Day 23 Yes 23.15 <7 Days E-1 6044.78 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9199.59 Day 23 No 29.97 31-90 Days E-2 8464.62 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44005.20 Day 23 Yes 1826.35 31-90 Days G-1 43459.29 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14244.73 Day 23 No 53.39 7-30 Days G-2 14668.07 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44036.33 Day 23 Yes 471.94 31-90 Days G-3 39799.68 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36900.52 Day 23 Yes 184.74 31-90 Days IG-1 36263.90 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6361.98 Day 23 No 77.58 31-90 Days IG-2 5953.37 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4422.66 Day 23 Yes 129.75 31-90 Days S-1 4265.91 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43542.13 Day 23 Yes 974.71 <7 Days S-2 44508.91 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38710.28 Day 23 No 1599.69 7-30 Days S-3 36156.12 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36828.26 Day 23 Yes 571.74 7-30 Days S-4 36778.52 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40252.95 Day 23 Yes 1821.25 7-30 Days S-5 39899.84 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8741.78 Day 23 Yes 162.39 <7 Days S-6 9596.52 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33858.05 Day 23 Yes 99.27 <7 Days S-7 32158.03 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16608.00 Day 24 Yes 532.38 7-30 Days A-0-Q 18257.62 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14197.11 Day 24 No 615.12 <7 Days A-1-Q 15393.10 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26060.93 Day 24 Yes 517.81 31-90 Days A-2-Q 27582.16 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36985.78 Day 24 No 203.55 7-30 Days A-3-Q 40629.97 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11294.36 Day 24 Yes 2.21 <7 Days A-4-Q 10922.73 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36409.46 Day 24 No 537.22 31-90 Days A-5-Q 37406.31 No T+2 No Yes Liberty International Finance Ltd. Treasury