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 2912.91 Day 12 No 26.74 31-90 Days A-4 2827.57 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36693.21 Day 12 Yes 1152.04 7-30 Days A-5 40074.63 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6189.27 Day 12 Yes 273.65 7-30 Days CB-1 5762.95 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17392.11 Day 12 No 44.51 <7 Days CB-2 16535.38 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24716.25 Day 12 Yes 1052.71 <7 Days CB-3 25525.76 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5449.55 Day 12 No 183.89 31-90 Days E-1 5680.69 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34914.45 Day 12 Yes 1714.98 <7 Days E-2 35379.31 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6029.68 Day 12 No 87.33 31-90 Days G-1 6378.25 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5702.86 Day 12 Yes 159.38 7-30 Days G-2 5536.25 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20096.91 Day 12 Yes 227.00 <7 Days G-3 19682.75 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35973.47 Day 12 Yes 1233.80 7-30 Days IG-1 38655.92 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7761.10 Day 12 Yes 197.64 31-90 Days IG-2 7945.76 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8684.58 Day 12 Yes 4.14 <7 Days S-1 8996.10 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5372.87 Day 12 No 228.01 7-30 Days S-2 5536.01 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26586.52 Day 12 Yes 1138.83 7-30 Days S-3 27601.98 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20555.11 Day 12 No 611.63 31-90 Days S-4 20596.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21032.33 Day 12 Yes 60.34 <7 Days S-5 21320.53 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9945.06 Day 12 Yes 127.28 <7 Days S-6 9734.87 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8339.46 Day 12 Yes 211.97 <7 Days S-7 8350.86 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4163.39 Day 13 Yes 111.86 <7 Days A-0-Q 4376.66 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41152.73 Day 13 Yes 128.69 <7 Days A-1-Q 41638.81 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1946.89 Day 13 Yes 37.69 <7 Days A-2-Q 1972.08 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11552.83 Day 13 Yes 270.65 31-90 Days A-3-Q 12245.32 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14208.36 Day 13 Yes 549.24 31-90 Days A-4-Q 13049.63 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3033.03 Day 13 No 34.52 31-90 Days A-5-Q 2898.55 No T+2 No No Treasury