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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42840.90 Day 38 Yes 1733.99 <7 Days IG-2 42746.51 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37581.62 Day 38 Yes 1393.42 31-90 Days S-1 40036.49 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7739.00 Day 38 Yes 101.61 <7 Days S-2 7486.39 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35586.64 Day 38 Yes 7.77 <7 Days S-3 38591.52 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16287.82 Day 38 Yes 31.85 31-90 Days S-4 14661.40 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21758.81 Day 38 No 322.91 7-30 Days S-5 22868.33 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30343.30 Day 38 Yes 790.35 7-30 Days S-6 28251.44 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39185.66 Day 38 No 69.06 31-90 Days S-7 37313.51 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11536.35 Day 39 Yes 110.17 <7 Days A-0-Q 11814.77 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37423.01 Day 39 No 1743.37 <7 Days A-1-Q 39148.29 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37952.99 Day 39 Yes 734.85 31-90 Days A-2-Q 39846.29 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40088.76 Day 39 Yes 1506.86 31-90 Days A-3-Q 38283.67 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18549.58 Day 39 Yes 94.03 7-30 Days A-4-Q 18172.61 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33075.66 Day 39 Yes 814.73 31-90 Days A-5-Q 30202.51 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19775.12 Day 39 Yes 248.00 7-30 Days CB-1-Q 19344.26 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12987.97 Day 39 No 512.80 31-90 Days CB-2-Q 12229.16 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33961.51 Day 39 No 404.81 <7 Days S-1-Q 34689.29 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27908.47 Day 39 Yes 1206.13 31-90 Days S-2-Q 29552.73 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36145.16 Day 39 No 814.24 <7 Days S-3-Q 33919.66 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16073.86 Day 39 No 566.57 31-90 Days S-4-Q 17370.26 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29299.67 Day 39 Yes 288.63 <7 Days CB-3-Q 31105.29 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23214.61 Day 39 Yes 451.45 <7 Days G-1-Q 23091.66 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9082.40 Day 39 No 422.27 31-90 Days G-2-Q 9420.40 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31680.59 Day 39 No 1361.98 <7 Days G-3-Q 32272.17 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36303.21 Day 39 No 852.37 <7 Days S-5-Q 34455.03 No T+2 Yes No Trading