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 13282.40 61 - 67 Days Yes 117.40 <7 Days S-2-Q 14354.80 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41650.77 61 - 67 Days Yes 1274.47 31-90 Days S-3-Q 37744.47 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 836.94 61 - 67 Days No 15.42 <7 Days S-4-Q 842.16 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6688.09 61 - 67 Days No 10.20 7-30 Days CB-3-Q 6250.77 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3187.35 61 - 67 Days No 136.98 31-90 Days G-1-Q 2904.07 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28727.10 61 - 67 Days No 520.69 <7 Days G-2-Q 26742.62 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20498.41 61 - 67 Days No 489.27 31-90 Days G-3-Q 21356.04 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30087.26 61 - 67 Days Yes 1139.96 <7 Days S-5-Q 30773.18 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10781.85 61 - 67 Days Yes 369.39 7-30 Days S-6-Q 10837.56 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30632.79 61 - 67 Days Yes 1437.81 31-90 Days S-7-Q 29204.42 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33405.70 61 - 67 Days Yes 460.59 31-90 Days E-1-Q 32754.59 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25782.70 61 - 67 Days Yes 652.08 7-30 Days E-2-Q 25751.39 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11115.20 61 - 67 Days No 543.00 7-30 Days IG-1-Q 11441.63 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3260.82 61 - 67 Days Yes 93.74 31-90 Days IG-2-Q 3307.63 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40878.89 61 - 67 Days No 376.25 <7 Days C-1 37396.80 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33712.72 61 - 67 Days Yes 0.01 31-90 Days CB-4 35470.88 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30012.35 61 - 67 Days No 1009.17 <7 Days E-10 31047.09 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28390.57 61 - 67 Days Yes 1398.63 31-90 Days E-3 27071.06 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36222.12 61 - 67 Days Yes 723.26 31-90 Days E-4 32905.91 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28756.48 61 - 67 Days No 1056.80 7-30 Days E-5 31393.89 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35967.49 61 - 67 Days No 938.78 <7 Days E-6 33208.09 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40414.49 61 - 67 Days Yes 954.60 <7 Days E-7 41743.02 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24809.51 61 - 67 Days No 54.59 7-30 Days E-8 23278.32 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3139.97 61 - 67 Days Yes 117.13 31-90 Days E-9 3176.71 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7718.91 61 - 67 Days No 348.85 7-30 Days G-4 7413.50 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding