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 41275.66 Day 9 Yes 904.32 7-30 Days IG-6 37395.70 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2538.13 Day 9 No 123.35 <7 Days IG-7 2352.29 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29894.44 Day 9 Yes 1097.97 7-30 Days IG-8 32056.85 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8474.49 Day 9 Yes 313.44 31-90 Days L-1 8979.21 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9180.73 Day 9 No 345.58 7-30 Days L-10 9767.30 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20014.22 Day 9 Yes 839.61 31-90 Days L-11 18959.49 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27957.54 Day 9 Yes 1222.16 7-30 Days L-2 26281.51 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9622.35 Day 9 Yes 139.44 <7 Days L-3 9424.36 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15707.72 Day 9 Yes 316.75 31-90 Days L-4 15019.31 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41057.47 Day 9 Yes 1412.65 31-90 Days L-5 41627.62 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7062.09 Day 9 No 325.73 31-90 Days L-6 6389.10 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19985.01 Day 9 Yes 187.31 7-30 Days L-7 21631.78 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1024.58 Day 9 No 46.63 <7 Days L-8 979.28 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6611.13 Day 9 No 262.54 31-90 Days L-9 6869.69 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41258.90 Day 9 No 133.68 7-30 Days LC-1 38471.18 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1338.87 Day 9 Yes 40.09 7-30 Days LC-2 1243.89 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26185.56 Day 9 No 342.90 31-90 Days N-1 26989.46 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24753.10 Day 9 Yes 982.83 31-90 Days N-2 23510.19 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13623.45 Day 9 No 631.88 31-90 Days N-3 13041.97 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2407.66 Day 9 Yes 70.52 31-90 Days N-4 2642.26 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5219.11 Day 9 No 36.13 7-30 Days N-5 4746.50 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24881.57 Day 9 No 23.43 <7 Days N-6 23319.88 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12112.62 Day 9 No 550.83 7-30 Days N-7 11630.97 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16384.47 Day 9 No 409.77 <7 Days P-1 17587.96 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38972.99 Day 9 No 120.31 <7 Days P-2 39414.89 No T+1 No No Trading