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 43123.12 Day 20 Yes 1835.88 <7 Days N-6 40667.22 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16721.33 Day 20 No 397.70 31-90 Days N-7 15829.64 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26561.37 Day 20 Yes 598.56 31-90 Days P-1 29062.71 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 750.62 Day 20 Yes 8.22 <7 Days P-2 781.91 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23414.94 Day 20 Yes 1070.94 <7 Days S-8 23496.13 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8118.90 Day 20 No 110.05 31-90 Days Y-1 8892.76 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13632.16 Day 20 No 138.99 31-90 Days Y-2 14772.78 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17307.12 Day 20 No 807.29 31-90 Days Y-3 17155.98 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2274.05 Day 20 No 93.98 31-90 Days Y-4 2227.56 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2585.20 Day 20 No 86.56 <7 Days Z-1 2343.78 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21368.27 Day 20 No 688.04 <7 Days A-2 22416.83 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2804.89 Day 20 Yes 15.45 7-30 Days A-3 2711.96 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43631.16 Day 20 No 2051.94 7-30 Days A-4 45836.86 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9342.19 Day 20 Yes 118.36 <7 Days A-5 8664.05 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13890.38 Day 20 Yes 250.04 31-90 Days CB-1 14804.40 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5822.75 Day 20 Yes 42.79 <7 Days CB-2 5683.03 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27047.58 Day 20 No 221.76 31-90 Days CB-3 25163.71 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1150.74 Day 20 No 53.83 31-90 Days E-1 1075.93 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33643.25 Day 20 No 970.65 31-90 Days E-2 34609.43 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27818.81 Day 20 Yes 484.36 31-90 Days G-1 29165.39 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20912.98 Day 20 No 180.64 7-30 Days G-2 19521.98 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22350.60 Day 20 Yes 1081.52 7-30 Days G-3 23567.66 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6136.42 Day 20 Yes 256.12 <7 Days IG-1 6637.58 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4121.14 Day 20 No 116.29 7-30 Days IG-2 4081.57 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35982.26 Day 20 Yes 267.29 7-30 Days S-1 34752.78 Yes T+0 Yes No Securities Finance