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 14953.73 68 - 74 Days No 445.76 31-90 Days A-4 15357.26 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9382.05 68 - 74 Days No 235.93 7-30 Days A-5 8591.36 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8008.60 68 - 74 Days No 332.29 7-30 Days CB-1 7410.69 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18376.10 68 - 74 Days No 374.96 <7 Days CB-2 19221.70 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22869.51 68 - 74 Days Yes 24.75 <7 Days CB-3 24907.84 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14925.51 68 - 74 Days No 179.64 7-30 Days E-1 14573.99 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29842.78 68 - 74 Days No 623.35 <7 Days E-2 29016.60 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30333.59 68 - 74 Days Yes 432.42 31-90 Days G-1 29718.30 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2202.19 68 - 74 Days Yes 96.30 7-30 Days G-2 2316.11 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28004.06 68 - 74 Days Yes 1182.47 <7 Days G-3 30071.28 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9734.47 68 - 74 Days No 445.46 7-30 Days IG-1 9966.86 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10792.52 68 - 74 Days No 180.62 <7 Days IG-2 9898.51 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40842.07 68 - 74 Days No 1186.97 31-90 Days S-1 42630.13 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41955.56 68 - 74 Days No 1103.59 <7 Days S-2 41982.41 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1013.07 68 - 74 Days No 7.27 31-90 Days S-3 1017.46 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6332.64 68 - 74 Days Yes 36.81 31-90 Days S-4 6095.03 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 309.50 68 - 74 Days Yes 10.72 7-30 Days S-5 333.15 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17201.78 68 - 74 Days Yes 392.38 <7 Days S-6 17581.51 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2562.75 68 - 74 Days No 22.11 7-30 Days S-7 2347.27 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3877.80 75 - 82 Days No 34.10 <7 Days A-0-Q 3997.62 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23866.17 75 - 82 Days No 1000.90 31-90 Days A-1-Q 21503.76 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35988.21 75 - 82 Days No 1061.01 <7 Days A-2-Q 39296.53 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35850.36 75 - 82 Days No 1740.73 31-90 Days A-3-Q 32682.53 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14223.93 75 - 82 Days Yes 640.17 31-90 Days A-4-Q 14201.44 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12759.75 75 - 82 Days No 452.71 31-90 Days A-5-Q 12845.34 No T+0 Yes No Funding