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 31326.15 Day 56 Yes 1020.43 31-90 Days S-1-Q 29287.77 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7600.23 Day 56 Yes 306.97 31-90 Days S-2-Q 6847.60 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13986.52 Day 56 Yes 537.71 <7 Days S-3-Q 14662.85 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4322.74 Day 56 No 166.00 <7 Days S-4-Q 4389.48 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4978.85 Day 56 No 90.16 7-30 Days CB-3-Q 4936.45 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4267.86 Day 56 No 7.33 7-30 Days G-1-Q 4417.13 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35474.84 Day 56 No 1485.05 7-30 Days G-2-Q 34372.30 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38551.77 Day 56 Yes 498.04 <7 Days G-3-Q 36053.61 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30091.87 Day 56 No 1421.91 31-90 Days S-5-Q 30441.70 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23328.80 Day 56 Yes 382.26 <7 Days S-6-Q 25003.24 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26082.01 Day 56 No 986.06 <7 Days S-7-Q 27396.80 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24445.38 Day 56 Yes 208.73 <7 Days E-1-Q 24356.71 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41859.31 Day 56 No 909.56 <7 Days E-2-Q 44394.20 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30635.88 Day 56 No 333.46 31-90 Days IG-1-Q 31991.68 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40179.74 Day 56 Yes 1889.03 <7 Days IG-2-Q 42105.67 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43678.87 Day 56 Yes 1350.54 <7 Days C-1 45745.18 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37606.12 Day 56 No 204.15 31-90 Days CB-4 36628.41 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41643.43 Day 56 No 865.08 <7 Days E-10 41896.95 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 432.83 Day 56 No 9.18 31-90 Days E-3 398.11 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9936.00 Day 56 Yes 125.10 31-90 Days E-4 10674.64 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30936.59 Day 56 No 1308.09 31-90 Days E-5 32682.11 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27306.01 Day 56 No 302.72 7-30 Days E-6 29619.63 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15383.46 Day 56 No 272.50 7-30 Days E-7 16533.15 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28217.52 Day 56 Yes 669.96 <7 Days E-8 29123.08 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29120.98 Day 56 No 1383.50 31-90 Days E-9 26740.32 No T+2 Yes Yes Liberty International Finance Ltd. Funding