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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31804.35 Day 38 Yes 666.37 7-30 Days S-4 30413.07 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30331.81 Day 38 No 1082.88 31-90 Days S-5 31952.57 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24721.87 Day 38 Yes 252.16 31-90 Days S-6 22688.21 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6597.16 Day 38 Yes 188.96 7-30 Days S-7 7235.16 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20332.43 Day 39 No 426.15 <7 Days A-0-Q 22360.87 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6853.09 Day 39 Yes 264.73 <7 Days A-1-Q 7288.73 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37260.13 Day 39 Yes 588.82 7-30 Days A-2-Q 35684.45 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27459.94 Day 39 Yes 911.50 <7 Days A-3-Q 27570.56 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33546.55 Day 39 Yes 865.84 <7 Days A-4-Q 33501.31 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4195.66 Day 39 Yes 66.86 31-90 Days A-5-Q 3956.49 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4038.15 Day 39 No 106.77 31-90 Days CB-1-Q 4156.72 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8637.68 Day 39 Yes 196.32 31-90 Days CB-2-Q 7810.73 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28597.86 Day 39 Yes 831.60 <7 Days S-1-Q 28969.73 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29294.16 Day 39 Yes 635.67 7-30 Days S-2-Q 30479.59 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27371.69 Day 39 No 606.08 7-30 Days S-3-Q 25153.59 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35431.33 Day 39 Yes 111.26 7-30 Days S-4-Q 36801.24 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29113.32 Day 39 No 1245.21 7-30 Days CB-3-Q 27724.73 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40665.88 Day 39 Yes 892.38 <7 Days G-1-Q 43063.05 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42878.32 Day 39 Yes 444.11 31-90 Days G-2-Q 40928.69 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6553.36 Day 39 Yes 246.80 <7 Days G-3-Q 6368.55 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41743.22 Day 39 No 1194.21 <7 Days S-5-Q 44788.73 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8892.10 Day 39 Yes 300.87 31-90 Days S-6-Q 9377.31 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20359.39 Day 39 Yes 32.40 <7 Days S-7-Q 19300.77 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37946.70 Day 39 Yes 6.78 7-30 Days E-1-Q 35897.65 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36096.29 Day 39 Yes 271.80 7-30 Days E-2-Q 37611.34 No T+2 Yes No Funding