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 Yes 15929.74 Day 5 Yes 284.55 31-90 Days N-2 16216.67 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 30458.47 Day 5 No 1482.25 7-30 Days N-3 33421.46 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 44031.77 Day 5 Yes 1364.93 31-90 Days N-4 44092.40 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 20492.33 Day 5 Yes 14.31 7-30 Days N-5 21173.25 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 40129.23 Day 5 Yes 1401.98 <7 Days N-6 43977.19 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 15357.63 Day 5 Yes 300.71 31-90 Days N-7 14191.91 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 12595.46 Day 5 No 67.60 7-30 Days P-1 12899.01 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 17132.76 Day 5 Yes 709.57 <7 Days P-2 16959.56 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 40435.50 Day 5 Yes 358.87 31-90 Days S-8 37541.24 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 32113.91 Day 5 Yes 720.06 <7 Days Y-1 30329.39 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 626.11 Day 5 Yes 4.33 7-30 Days Y-2 628.34 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 5526.55 Day 5 Yes 77.83 7-30 Days Y-3 5349.80 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 13613.78 Day 5 No 395.04 <7 Days Y-4 14798.82 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 17433.34 Day 5 No 317.08 <7 Days Z-1 15857.64 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 16230.63 Day 5 Yes 215.40 <7 Days A-2 16668.26 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 6910.87 Day 5 No 321.27 31-90 Days A-3 7049.31 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 29645.36 Day 5 No 858.90 7-30 Days A-4 28155.27 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 4101.23 Day 5 No 47.15 7-30 Days A-5 3750.64 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 5988.81 Day 5 Yes 180.19 7-30 Days CB-1 6450.95 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 35940.64 Day 5 Yes 1611.43 7-30 Days CB-2 34305.60 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 37719.90 Day 5 Yes 1790.22 <7 Days CB-3 38644.82 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 27319.85 Day 5 No 1225.69 31-90 Days E-1 27468.10 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 21760.03 Day 5 Yes 72.47 7-30 Days E-2 21678.84 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 37021.34 Day 5 Yes 1263.92 <7 Days G-1 39554.20 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 41052.08 Day 5 No 945.55 31-90 Days G-2 41024.50 Yes T+2 No No Trading