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 12646.70 >4 Yr <= 5 Yr No 574.67 <7 Days S-5-Q 13627.63 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20311.80 >4 Yr <= 5 Yr No 643.52 <7 Days S-6-Q 19308.98 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22892.41 >4 Yr <= 5 Yr No 629.89 7-30 Days S-7-Q 21945.47 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5966.64 >4 Yr <= 5 Yr No 116.00 <7 Days E-1-Q 5448.02 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33226.86 >4 Yr <= 5 Yr No 15.68 7-30 Days E-2-Q 36078.12 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22892.86 >4 Yr <= 5 Yr No 153.03 7-30 Days IG-1-Q 23393.09 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39147.55 >4 Yr <= 5 Yr Yes 873.41 7-30 Days IG-2-Q 42736.71 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2775.97 >4 Yr <= 5 Yr No 39.47 31-90 Days C-1 2648.00 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 152.73 >4 Yr <= 5 Yr Yes 5.34 <7 Days CB-4 150.10 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33905.17 >4 Yr <= 5 Yr Yes 749.89 7-30 Days E-10 31335.11 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33061.48 >4 Yr <= 5 Yr No 1214.83 7-30 Days E-3 30781.07 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25311.58 >4 Yr <= 5 Yr No 503.04 7-30 Days E-4 25978.40 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 445.29 >4 Yr <= 5 Yr Yes 20.87 31-90 Days E-5 425.64 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2701.19 >4 Yr <= 5 Yr No 127.02 7-30 Days E-6 2813.66 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26018.29 >4 Yr <= 5 Yr No 267.88 7-30 Days E-7 27001.97 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9013.71 >4 Yr <= 5 Yr No 316.97 31-90 Days E-8 9414.93 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42676.00 >4 Yr <= 5 Yr Yes 1866.36 <7 Days E-9 45200.10 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43445.61 >4 Yr <= 5 Yr No 1134.67 7-30 Days G-4 40226.67 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30821.00 >4 Yr <= 5 Yr Yes 502.86 31-90 Days IG-3 28681.47 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41999.28 >4 Yr <= 5 Yr No 2009.78 7-30 Days IG-4 37805.78 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30567.67 >4 Yr <= 5 Yr Yes 1509.35 7-30 Days IG-5 31599.58 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26511.41 >4 Yr <= 5 Yr No 1297.93 <7 Days IG-6 27771.86 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22930.53 >4 Yr <= 5 Yr Yes 1063.22 <7 Days IG-7 20749.42 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16733.58 >4 Yr <= 5 Yr No 334.53 31-90 Days IG-8 15862.44 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23784.50 >4 Yr <= 5 Yr Yes 195.77 31-90 Days L-1 23890.73 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance