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 40301.96 Day 25 No 82.38 31-90 Days Z-1 38552.97 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35898.16 Day 25 No 1024.95 31-90 Days A-2 37396.09 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13837.29 Day 25 No 530.60 7-30 Days A-3 13806.35 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27899.87 Day 25 Yes 1234.18 7-30 Days A-4 29615.83 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36362.85 Day 25 Yes 1200.21 <7 Days A-5 39203.31 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4184.17 Day 25 No 99.18 7-30 Days CB-1 4171.38 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21726.52 Day 25 No 645.04 7-30 Days CB-2 21333.30 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41823.79 Day 25 No 141.03 7-30 Days CB-3 38490.19 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37110.60 Day 25 No 559.73 <7 Days E-1 33403.91 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39742.08 Day 25 No 1873.83 31-90 Days E-2 36079.69 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11855.33 Day 25 No 172.97 <7 Days G-1 11628.39 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1666.19 Day 25 No 74.00 <7 Days G-2 1721.52 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41890.91 Day 25 No 350.66 7-30 Days G-3 41535.50 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22344.17 Day 25 Yes 249.68 <7 Days IG-1 22328.65 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13144.19 Day 25 No 513.75 <7 Days IG-2 14027.64 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1735.47 Day 25 No 41.50 <7 Days S-1 1612.77 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33054.43 Day 25 No 246.47 31-90 Days S-2 34093.20 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23387.66 Day 25 No 376.56 31-90 Days S-3 25612.36 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14149.46 Day 25 Yes 253.94 31-90 Days S-4 14298.88 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1461.07 Day 25 No 20.88 31-90 Days S-5 1601.29 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22008.94 Day 25 No 908.86 31-90 Days S-6 20387.26 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18583.96 Day 25 Yes 329.00 <7 Days S-7 18128.01 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11857.38 Day 26 No 331.85 <7 Days A-0-Q 11918.50 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42509.50 Day 26 Yes 1082.07 7-30 Days A-1-Q 38464.62 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33179.12 Day 26 Yes 69.61 31-90 Days A-2-Q 30949.68 No T+0 Yes No Trading