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 41879.09 Day 42 No 2048.84 <7 Days E-6 43334.22 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38190.71 Day 42 Yes 686.12 7-30 Days E-7 38479.09 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7923.79 Day 42 Yes 68.47 7-30 Days E-8 7433.81 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4089.17 Day 42 Yes 2.24 7-30 Days E-9 4462.82 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12998.14 Day 42 No 390.73 <7 Days G-4 14296.47 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9569.93 Day 42 Yes 227.32 31-90 Days IG-3 10067.45 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33601.52 Day 42 Yes 297.25 7-30 Days IG-4 30914.55 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4976.36 Day 42 Yes 186.92 7-30 Days IG-5 5146.69 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41078.50 Day 42 Yes 305.11 31-90 Days IG-6 42743.13 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40648.63 Day 42 No 1094.43 31-90 Days IG-7 43345.54 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37202.44 Day 42 No 1710.63 <7 Days IG-8 40030.76 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16764.43 Day 42 No 602.03 7-30 Days L-1 18146.97 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12064.97 Day 42 No 344.14 7-30 Days L-10 12384.57 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2761.66 Day 42 No 108.27 <7 Days L-11 2559.70 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9720.82 Day 42 No 25.07 31-90 Days L-2 9823.10 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14973.49 Day 42 Yes 127.22 7-30 Days L-3 14200.93 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40245.02 Day 42 No 495.75 7-30 Days L-4 38555.62 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 44127.34 Day 42 No 167.52 31-90 Days L-5 39921.87 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26231.91 Day 42 No 43.37 7-30 Days L-6 27261.23 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26046.41 Day 42 No 622.13 31-90 Days L-7 26471.19 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38015.65 Day 42 Yes 1702.16 7-30 Days L-8 39198.28 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43546.29 Day 42 Yes 394.83 7-30 Days L-9 40831.29 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7722.93 Day 42 No 297.46 7-30 Days LC-1 7875.23 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34707.27 Day 42 Yes 1181.51 <7 Days LC-2 37882.51 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43452.21 Day 42 No 1958.63 31-90 Days N-1 42362.15 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding