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 2552.89 Day 6 No 56.64 31-90 Days L-1 2523.32 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 18647.16 Day 6 No 23.15 7-30 Days L-10 16802.34 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 4345.90 Day 6 No 6.78 31-90 Days L-11 4483.49 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 26439.40 Day 6 Yes 375.06 7-30 Days L-2 24003.87 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 9779.64 Day 6 Yes 475.70 <7 Days L-3 9043.13 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 39542.75 Day 6 No 1840.01 31-90 Days L-4 39468.81 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 29031.93 Day 6 No 772.66 31-90 Days L-5 30522.71 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 7655.80 Day 6 No 285.18 <7 Days L-6 7846.04 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 20193.69 Day 6 No 801.08 31-90 Days L-7 19340.07 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 27990.23 Day 6 No 536.75 31-90 Days L-8 29937.26 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 28211.49 Day 6 Yes 399.41 31-90 Days L-9 26843.11 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 35533.32 Day 6 Yes 1733.46 31-90 Days LC-1 34887.96 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 1981.72 Day 6 No 31.61 <7 Days LC-2 1847.82 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 32528.90 Day 6 No 722.94 7-30 Days N-1 35335.39 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 20320.44 Day 6 Yes 227.00 31-90 Days N-2 20745.77 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 28178.67 Day 6 Yes 319.46 31-90 Days N-3 28089.79 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 25581.76 Day 6 Yes 890.65 7-30 Days N-4 23738.39 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 39500.31 Day 6 Yes 159.15 31-90 Days N-5 36966.09 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 26670.13 Day 6 Yes 692.66 31-90 Days N-6 24137.04 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 40231.23 Day 6 Yes 1927.29 7-30 Days N-7 42257.54 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 12653.35 Day 6 Yes 23.96 31-90 Days P-1 13358.83 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 28888.27 Day 6 No 1249.88 31-90 Days P-2 26526.38 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 21606.27 Day 6 No 930.94 31-90 Days S-8 19910.12 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 17679.35 Day 6 Yes 801.23 31-90 Days Y-1 17861.30 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 12138.11 Day 6 No 306.21 7-30 Days Y-2 11361.52 Yes T+1 Yes No Funding