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 4091.27 Day 5 No 79.95 31-90 Days L-2 4360.66 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8538.10 Day 5 No 134.76 <7 Days L-3 9262.44 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6766.36 Day 5 Yes 255.11 <7 Days L-4 6578.18 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7182.96 Day 5 Yes 299.62 7-30 Days L-5 6881.39 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34549.50 Day 5 No 347.55 7-30 Days L-6 36308.73 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42676.57 Day 5 No 192.15 <7 Days L-7 42216.41 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5506.28 Day 5 No 89.37 <7 Days L-8 5618.65 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 183.59 Day 5 Yes 4.14 <7 Days L-9 172.47 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29887.66 Day 5 No 98.54 7-30 Days LC-1 30339.46 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8671.94 Day 5 Yes 254.86 31-90 Days LC-2 9419.58 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32918.84 Day 5 No 745.00 <7 Days N-1 32486.95 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22960.24 Day 5 No 1102.06 <7 Days N-2 22441.07 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22904.41 Day 5 No 222.10 7-30 Days N-3 25121.25 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31810.31 Day 5 No 111.77 7-30 Days N-4 31762.81 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14479.80 Day 5 Yes 68.28 31-90 Days N-5 15070.85 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6853.16 Day 5 No 313.67 7-30 Days N-6 6547.94 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43921.80 Day 5 Yes 518.88 31-90 Days N-7 47190.96 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21005.86 Day 5 Yes 966.51 7-30 Days P-1 20066.25 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28140.39 Day 5 Yes 941.23 <7 Days P-2 28356.89 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23380.15 Day 5 Yes 717.68 7-30 Days S-8 23654.64 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8814.73 Day 5 Yes 100.88 <7 Days Y-1 9332.08 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24615.90 Day 5 No 853.59 31-90 Days Y-2 25752.37 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 699.66 Day 5 No 14.45 <7 Days Y-3 710.12 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31829.99 Day 5 No 192.98 <7 Days Y-4 31899.46 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4840.11 Day 5 Yes 69.62 <7 Days Z-1 5175.44 Yes T+2 No No Securities Finance