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 Small Business No 26548.35 Day 1 No 1088.19 7-30 Days IG-4 28689.73 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 39486.20 Day 1 Yes 784.25 31-90 Days IG-5 37423.61 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 43998.80 Day 1 No 216.61 31-90 Days IG-6 48157.81 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 34697.83 Day 1 Yes 1156.19 <7 Days IG-7 35649.81 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 30104.59 Day 1 No 970.76 <7 Days IG-8 27124.76 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 10404.24 Day 1 No 422.64 31-90 Days L-1 10831.72 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 29455.76 Day 1 No 261.39 31-90 Days L-10 32214.63 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 14733.65 Day 1 Yes 36.44 31-90 Days L-11 14318.47 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 23890.49 Day 1 No 1072.56 <7 Days L-2 25373.50 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 9196.24 Day 1 Yes 316.94 31-90 Days L-3 8763.63 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 2896.15 Day 1 Yes 1.76 7-30 Days L-4 2868.37 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 32430.24 Day 1 No 87.99 31-90 Days L-5 32302.31 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 33072.82 Day 1 Yes 40.13 31-90 Days L-6 30789.47 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 15371.45 Day 1 No 373.68 <7 Days L-7 14576.52 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 23977.43 Day 1 Yes 858.73 31-90 Days L-8 22326.36 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 28132.92 Day 1 No 318.29 <7 Days L-9 26229.06 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 20231.55 Day 1 Yes 554.86 7-30 Days LC-1 20950.98 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 24884.91 Day 1 No 1075.97 31-90 Days LC-2 24410.14 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 7033.23 Day 1 No 175.06 7-30 Days N-1 6637.64 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 21224.19 Day 1 No 662.27 7-30 Days N-2 20058.09 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 31176.13 Day 1 No 351.63 <7 Days N-3 31926.18 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 19141.11 Day 1 No 493.25 <7 Days N-4 19048.73 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 38382.18 Day 1 Yes 419.27 7-30 Days N-5 41495.58 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 11746.18 Day 1 Yes 301.44 31-90 Days N-6 11541.15 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 31791.00 Day 1 No 54.93 <7 Days N-7 29339.07 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance