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 14494.94 Day 45 No 504.81 7-30 Days CB-3-Q 15575.07 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1577.30 Day 45 No 42.03 7-30 Days G-1-Q 1529.50 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6779.58 Day 45 Yes 4.00 31-90 Days G-2-Q 6391.85 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42937.40 Day 45 No 762.58 31-90 Days G-3-Q 46978.29 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3384.21 Day 45 No 3.98 7-30 Days S-5-Q 3604.51 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19703.85 Day 45 No 766.72 <7 Days S-6-Q 19124.22 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19299.51 Day 45 Yes 429.60 7-30 Days S-7-Q 20529.12 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7127.59 Day 45 No 81.95 31-90 Days E-1-Q 7219.16 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32738.31 Day 45 Yes 394.35 31-90 Days E-2-Q 32591.07 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17337.69 Day 45 No 357.37 <7 Days IG-1-Q 17528.40 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13492.26 Day 45 Yes 44.35 7-30 Days IG-2-Q 13744.47 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36190.59 Day 45 No 584.56 7-30 Days C-1 38382.32 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35314.21 Day 45 Yes 1105.45 7-30 Days CB-4 34017.47 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2875.94 Day 45 Yes 14.65 <7 Days E-10 2627.24 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14542.31 Day 45 No 425.97 <7 Days E-3 14337.34 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39268.60 Day 45 Yes 1012.02 <7 Days E-4 39753.01 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14386.13 Day 45 Yes 361.59 7-30 Days E-5 13227.32 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30276.60 Day 45 Yes 1078.72 7-30 Days E-6 31141.68 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34669.30 Day 45 No 1181.58 7-30 Days E-7 32788.88 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30823.53 Day 45 Yes 151.84 <7 Days E-8 30575.25 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1646.22 Day 45 Yes 71.37 7-30 Days E-9 1662.56 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4025.61 Day 45 Yes 163.12 <7 Days G-4 3837.58 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1789.91 Day 45 Yes 86.10 31-90 Days IG-3 1921.59 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28018.18 Day 45 Yes 302.80 7-30 Days IG-4 28320.24 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19001.75 Day 45 Yes 460.58 7-30 Days IG-5 17474.48 No T+1 Yes No Funding