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 7920.01 Day 57 No 197.65 <7 Days E-1-Q 7551.59 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36463.75 Day 57 No 39.31 7-30 Days E-2-Q 38454.92 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16778.33 Day 57 No 808.61 31-90 Days IG-1-Q 17720.55 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11830.44 Day 57 Yes 392.67 31-90 Days IG-2-Q 11964.95 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25550.76 Day 57 Yes 164.58 31-90 Days C-1 24362.66 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10473.83 Day 57 No 432.76 <7 Days CB-4 10052.41 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36787.58 Day 57 No 1694.61 7-30 Days E-10 38377.47 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41035.13 Day 57 Yes 1553.11 <7 Days E-3 41300.57 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32014.33 Day 57 Yes 1246.72 <7 Days E-4 30350.20 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22824.52 Day 57 No 590.39 7-30 Days E-5 21878.83 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4953.29 Day 57 No 218.60 31-90 Days E-6 5222.89 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43711.51 Day 57 No 1470.68 7-30 Days E-7 46457.61 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8933.77 Day 57 No 221.38 7-30 Days E-8 8958.78 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15568.12 Day 57 No 487.75 31-90 Days E-9 16427.60 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30424.61 Day 57 Yes 920.07 31-90 Days G-4 28462.34 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28472.87 Day 57 No 177.35 <7 Days IG-3 26299.64 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7976.90 Day 57 Yes 385.34 <7 Days IG-4 7959.90 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43547.92 Day 57 No 1198.65 7-30 Days IG-5 47711.17 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1354.41 Day 57 No 10.86 <7 Days IG-6 1266.61 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12584.25 Day 57 Yes 519.78 <7 Days IG-7 12110.59 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24269.50 Day 57 No 122.02 7-30 Days IG-8 24890.24 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2116.76 Day 57 No 50.89 31-90 Days L-1 2175.41 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23992.74 Day 57 No 1094.59 7-30 Days L-10 25638.04 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19684.08 Day 57 Yes 118.98 31-90 Days L-11 18474.88 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25752.46 Day 57 Yes 64.72 <7 Days L-2 25875.33 No T+2 No No Treasury