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 Yes 17884.79 Day 3 No 669.57 <7 Days L-5 19259.09 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20383.19 Day 3 Yes 64.90 7-30 Days L-6 21258.86 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10056.28 Day 3 No 478.60 7-30 Days L-7 9336.26 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23177.95 Day 3 Yes 299.97 7-30 Days L-8 21546.32 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22227.46 Day 3 No 359.66 7-30 Days L-9 20927.72 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1701.02 Day 3 No 72.50 7-30 Days LC-1 1854.83 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7240.86 Day 3 Yes 176.69 31-90 Days LC-2 7189.55 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39255.35 Day 3 No 1620.96 31-90 Days N-1 43149.46 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25227.56 Day 3 No 82.67 7-30 Days N-2 26973.73 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36218.58 Day 3 Yes 1159.83 <7 Days N-3 35236.76 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14349.45 Day 3 Yes 12.37 7-30 Days N-4 13602.74 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33092.49 Day 3 No 1269.20 <7 Days N-5 36243.55 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10236.33 Day 3 Yes 54.36 <7 Days N-6 9970.65 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14350.21 Day 3 No 716.89 31-90 Days N-7 14443.87 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11837.71 Day 3 Yes 488.80 31-90 Days P-1 12203.69 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19682.10 Day 3 Yes 884.95 <7 Days P-2 17753.98 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18130.66 Day 3 Yes 19.82 31-90 Days S-8 19097.07 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14644.01 Day 3 Yes 602.51 31-90 Days Y-1 15909.77 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16012.50 Day 3 No 10.53 7-30 Days Y-2 16226.34 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15074.87 Day 3 No 740.84 7-30 Days Y-3 14563.48 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17400.64 Day 3 Yes 255.60 7-30 Days Y-4 17217.32 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28054.90 Day 3 Yes 934.52 <7 Days Z-1 25286.45 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22747.09 Day 3 Yes 501.79 <7 Days A-2 22511.66 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23225.51 Day 3 No 54.52 <7 Days A-3 21707.29 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42890.38 Day 3 No 1564.18 <7 Days A-4 44738.31 No T+0 Yes No Trading