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 6064.71 Day 29 No 16.51 7-30 Days P-2 6573.28 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30237.70 Day 29 No 151.10 31-90 Days S-8 31882.19 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32771.19 Day 29 Yes 1558.07 <7 Days Y-1 29567.67 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23301.50 Day 29 Yes 296.80 7-30 Days Y-2 25481.47 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9416.86 Day 29 Yes 123.10 7-30 Days Y-3 9557.02 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 120.49 Day 29 No 5.00 <7 Days Y-4 118.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43786.71 Day 29 Yes 1070.30 <7 Days Z-1 46322.30 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41836.77 Day 29 Yes 419.03 31-90 Days A-2 41621.17 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32175.17 Day 29 No 98.41 7-30 Days A-3 31614.87 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12496.09 Day 29 No 187.99 7-30 Days A-4 12030.82 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29537.65 Day 29 No 1058.70 31-90 Days A-5 31860.67 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31673.66 Day 29 Yes 36.51 31-90 Days CB-1 29857.14 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21579.47 Day 29 Yes 1057.52 <7 Days CB-2 20494.63 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32557.04 Day 29 Yes 444.47 7-30 Days CB-3 31763.05 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10715.10 Day 29 No 264.13 31-90 Days E-1 9968.40 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42394.15 Day 29 Yes 1080.25 31-90 Days E-2 42102.66 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40318.68 Day 29 Yes 634.26 7-30 Days G-1 36847.65 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31159.76 Day 29 No 1519.34 7-30 Days G-2 31380.82 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8045.11 Day 29 No 38.52 <7 Days G-3 7242.76 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30721.81 Day 29 Yes 1350.49 31-90 Days IG-1 30249.49 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26104.17 Day 29 Yes 1073.58 31-90 Days IG-2 23520.48 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18467.54 Day 29 Yes 681.95 31-90 Days S-1 16724.39 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42447.71 Day 29 No 1074.16 31-90 Days S-2 41448.12 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26266.06 Day 29 Yes 1168.30 <7 Days S-3 25853.23 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10921.70 Day 29 Yes 486.19 <7 Days S-4 10739.06 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance