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 9042.69 Day 32 Yes 230.02 7-30 Days Y-3 8421.53 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20535.92 Day 32 No 176.85 7-30 Days Y-4 18901.02 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38035.17 Day 32 No 1261.07 7-30 Days Z-1 40649.35 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34037.52 Day 32 Yes 974.20 <7 Days A-2 30974.15 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3656.63 Day 32 No 76.08 31-90 Days A-3 3901.49 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21120.05 Day 32 Yes 468.44 7-30 Days A-4 20238.33 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29266.88 Day 32 Yes 22.48 <7 Days A-5 31155.51 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2196.41 Day 32 Yes 47.29 7-30 Days CB-1 2216.84 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21772.26 Day 32 Yes 422.34 7-30 Days CB-2 22157.65 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35603.98 Day 32 No 1485.70 <7 Days CB-3 38948.16 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32219.49 Day 32 No 534.01 7-30 Days E-1 34804.12 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29071.73 Day 32 No 268.79 31-90 Days E-2 26969.92 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42017.56 Day 32 Yes 1334.54 7-30 Days G-1 45442.13 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14636.62 Day 32 No 68.58 7-30 Days G-2 13969.47 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35581.46 Day 32 Yes 413.13 31-90 Days G-3 37615.08 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43588.95 Day 32 Yes 1251.17 <7 Days IG-1 45789.48 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11670.65 Day 32 Yes 22.19 <7 Days IG-2 11694.01 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34861.78 Day 32 No 444.22 7-30 Days S-1 32325.34 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10508.61 Day 32 No 480.75 <7 Days S-2 9645.96 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40156.09 Day 32 No 189.22 <7 Days S-3 40080.18 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23411.44 Day 32 Yes 527.98 31-90 Days S-4 21149.08 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29672.14 Day 32 No 658.50 31-90 Days S-5 30057.60 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38758.18 Day 32 No 171.61 31-90 Days S-6 34994.83 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14760.83 Day 32 No 134.15 31-90 Days S-7 13525.47 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38101.72 Day 33 No 1477.65 <7 Days A-0-Q 36515.26 Yes T+2 Yes No Securities Finance