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 37545.50 Day 3 No 1353.62 7-30 Days N-5 34585.05 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 41670.24 Day 3 Yes 1013.50 7-30 Days N-6 42482.71 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 27817.31 Day 3 Yes 340.16 7-30 Days N-7 27856.67 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 4242.99 Day 3 No 175.56 7-30 Days P-1 4400.63 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 31726.04 Day 3 Yes 449.59 7-30 Days P-2 29202.89 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 43129.43 Day 3 No 235.14 <7 Days S-8 40310.96 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 33896.58 Day 3 Yes 130.22 7-30 Days Y-1 31936.88 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 16262.01 Day 3 Yes 43.32 <7 Days Y-2 14968.52 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 30933.61 Day 3 No 13.02 31-90 Days Y-3 31895.04 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 30241.22 Day 3 No 8.06 7-30 Days Y-4 32942.95 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 36084.84 Day 3 No 213.85 7-30 Days Z-1 34522.19 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 5592.06 Day 3 Yes 273.33 <7 Days A-2 5254.74 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 15964.02 Day 3 No 647.64 7-30 Days A-3 15253.73 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 13411.21 Day 3 Yes 22.39 31-90 Days A-4 12186.26 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 20275.27 Day 3 Yes 495.63 31-90 Days A-5 22166.38 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 31392.64 Day 3 No 1327.67 <7 Days CB-1 32609.82 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 32133.81 Day 3 Yes 322.84 <7 Days CB-2 31339.52 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 9906.52 Day 3 Yes 443.24 <7 Days CB-3 10859.71 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 29345.33 Day 3 No 671.23 31-90 Days E-1 31556.31 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 11092.75 Day 3 Yes 214.66 <7 Days E-2 12037.32 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 6821.88 Day 3 Yes 326.17 31-90 Days G-1 7322.62 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 28772.01 Day 3 Yes 851.46 7-30 Days G-2 27315.27 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 21675.40 Day 3 No 452.94 <7 Days G-3 23099.97 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 4934.58 Day 3 Yes 133.56 <7 Days IG-1 4991.34 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 7676.04 Day 3 Yes 106.76 7-30 Days IG-2 7099.92 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance