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 6705.65 Day 1 Yes 75.85 7-30 Days CB-3 6267.91 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24103.50 Day 1 No 437.53 7-30 Days E-1 23275.33 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19928.13 Day 1 Yes 80.01 31-90 Days E-2 21242.72 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5465.05 Day 1 Yes 156.37 <7 Days G-1 5496.62 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20917.92 Day 1 No 723.42 31-90 Days G-2 19352.52 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26864.01 Day 1 No 1325.85 <7 Days G-3 26015.67 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2746.17 Day 1 No 97.11 <7 Days IG-1 2941.83 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4241.27 Day 1 No 89.80 31-90 Days IG-2 4602.32 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11782.98 Day 1 Yes 427.09 7-30 Days S-1 11795.99 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36010.70 Day 1 Yes 1683.49 7-30 Days S-2 33298.25 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35517.33 Day 1 Yes 1635.20 7-30 Days S-3 38559.59 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34816.82 Day 1 No 562.32 <7 Days S-4 34623.44 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11941.87 Day 1 No 260.31 <7 Days S-5 11717.44 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43409.76 Day 1 Yes 2084.26 <7 Days S-6 47616.46 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2625.62 Day 1 Yes 129.78 31-90 Days S-7 2879.27 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26753.53 Day 2 Yes 390.04 7-30 Days A-0-Q 24152.50 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20790.14 Day 2 Yes 73.73 31-90 Days A-1-Q 22534.43 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7279.84 Day 2 Yes 15.15 <7 Days A-2-Q 7237.12 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20957.83 Day 2 Yes 683.98 31-90 Days A-3-Q 22632.20 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37072.83 Day 2 No 609.71 7-30 Days A-4-Q 40247.88 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2350.81 Day 2 No 66.26 31-90 Days A-5-Q 2528.13 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34758.21 Day 2 Yes 1210.71 7-30 Days CB-1-Q 32692.96 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9875.83 Day 2 Yes 224.79 <7 Days CB-2-Q 10246.05 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33991.12 Day 2 Yes 1600.44 7-30 Days S-1-Q 33571.37 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42354.07 Day 2 Yes 1445.63 7-30 Days S-2-Q 39126.00 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance