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 24478.98 Day 51 Yes 1087.96 7-30 Days A-3-Q 22669.44 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40408.98 Day 51 Yes 336.09 31-90 Days A-4-Q 41537.86 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 944.02 Day 51 Yes 15.91 31-90 Days A-5-Q 945.00 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41551.11 Day 51 Yes 1487.88 7-30 Days CB-1-Q 43739.06 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1607.86 Day 51 Yes 13.48 31-90 Days CB-2-Q 1492.54 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39703.20 Day 51 Yes 1249.61 <7 Days S-1-Q 42204.81 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19105.24 Day 51 No 325.76 <7 Days S-2-Q 17673.97 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35559.34 Day 51 No 1422.02 7-30 Days S-3-Q 38994.32 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6975.04 Day 51 Yes 142.26 <7 Days S-4-Q 6383.92 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27692.94 Day 51 Yes 596.80 <7 Days CB-3-Q 27542.02 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14371.37 Day 51 No 490.13 <7 Days G-1-Q 15334.54 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13312.40 Day 51 Yes 597.02 7-30 Days G-2-Q 14590.12 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8268.77 Day 51 Yes 1.28 7-30 Days G-3-Q 9048.76 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3920.31 Day 51 Yes 12.51 31-90 Days S-5-Q 3831.36 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37756.07 Day 51 Yes 454.63 31-90 Days S-6-Q 37069.75 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1590.75 Day 51 Yes 70.75 7-30 Days S-7-Q 1574.62 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31613.99 Day 51 Yes 154.30 <7 Days E-1-Q 31088.43 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34546.27 Day 51 Yes 599.05 31-90 Days E-2-Q 35437.60 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34402.99 Day 51 No 121.29 7-30 Days IG-1-Q 37629.25 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 493.57 Day 51 No 9.21 31-90 Days IG-2-Q 516.98 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16560.60 Day 51 Yes 124.63 31-90 Days C-1 15011.74 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10128.86 Day 51 No 38.12 31-90 Days CB-4 11060.05 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39068.97 Day 51 Yes 1737.06 31-90 Days E-10 42190.89 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12141.96 Day 51 No 48.15 <7 Days E-3 12558.95 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13234.71 Day 51 Yes 145.64 <7 Days E-4 13883.63 No T+1 No Yes Liberty International Finance Ltd. Trading