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 27465.98 Day 37 No 857.93 <7 Days CB-3 27230.78 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12136.71 Day 37 Yes 402.77 7-30 Days E-1 12793.18 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25741.74 Day 37 No 1031.54 7-30 Days E-2 27439.14 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3161.35 Day 37 No 122.59 7-30 Days G-1 3469.48 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26856.60 Day 37 No 1299.29 7-30 Days G-2 26372.54 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4911.29 Day 37 No 185.38 31-90 Days G-3 5011.78 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17819.71 Day 37 No 103.69 <7 Days IG-1 18048.47 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13796.30 Day 37 Yes 295.12 <7 Days IG-2 14778.73 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27453.82 Day 37 No 701.37 <7 Days S-1 28211.21 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34864.29 Day 37 Yes 1255.17 31-90 Days S-2 31478.96 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25822.53 Day 37 No 1145.06 7-30 Days S-3 27560.45 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22871.43 Day 37 Yes 1117.75 7-30 Days S-4 22420.12 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14003.85 Day 37 No 6.69 7-30 Days S-5 14440.34 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 220.25 Day 37 Yes 2.60 <7 Days S-6 202.68 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32039.95 Day 37 No 1294.63 <7 Days S-7 33408.59 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31635.60 Day 38 Yes 88.32 7-30 Days A-0-Q 31115.78 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14240.28 Day 38 No 447.74 31-90 Days A-1-Q 14178.06 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31082.53 Day 38 No 793.71 31-90 Days A-2-Q 33521.72 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12732.10 Day 38 No 474.09 <7 Days A-3-Q 13208.05 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24922.67 Day 38 No 47.33 31-90 Days A-4-Q 26746.28 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25361.27 Day 38 Yes 444.39 7-30 Days A-5-Q 25065.14 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7308.25 Day 38 Yes 90.97 <7 Days CB-1-Q 7465.45 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38505.20 Day 38 Yes 483.26 <7 Days CB-2-Q 40174.32 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41942.04 Day 38 No 1943.56 31-90 Days S-1-Q 39221.18 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38521.99 Day 38 Yes 1596.37 7-30 Days S-2-Q 38245.18 Yes T+1 No No Treasury