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 29623.72 180 - 270 Days No 478.91 7-30 Days S-5 28061.13 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34009.68 180 - 270 Days No 1692.59 <7 Days S-6 32775.76 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15142.99 180 - 270 Days Yes 95.36 7-30 Days S-7 16206.84 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18777.87 271 - 364 Days Yes 578.05 7-30 Days A-0-Q 17241.66 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3711.04 271 - 364 Days No 142.91 7-30 Days A-1-Q 4019.68 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30608.67 271 - 364 Days Yes 397.06 7-30 Days A-2-Q 27956.95 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1128.33 271 - 364 Days Yes 25.35 7-30 Days A-3-Q 1162.41 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25820.23 271 - 364 Days Yes 66.98 7-30 Days A-4-Q 25496.10 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35752.63 271 - 364 Days Yes 156.42 7-30 Days A-5-Q 34302.81 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35256.75 271 - 364 Days No 964.43 31-90 Days CB-1-Q 38515.04 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2609.00 271 - 364 Days Yes 101.57 <7 Days CB-2-Q 2640.52 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9782.90 271 - 364 Days No 273.64 31-90 Days S-1-Q 9562.63 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12407.27 271 - 364 Days No 163.29 31-90 Days S-2-Q 12021.28 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10246.57 271 - 364 Days Yes 338.95 31-90 Days S-3-Q 9497.07 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32667.21 271 - 364 Days Yes 50.21 <7 Days S-4-Q 34478.55 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 641.28 271 - 364 Days No 4.42 <7 Days CB-3-Q 638.93 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36879.87 271 - 364 Days Yes 171.22 31-90 Days G-1-Q 39871.46 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32013.15 271 - 364 Days No 1213.75 31-90 Days G-2-Q 30492.00 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2468.92 271 - 364 Days Yes 12.74 31-90 Days G-3-Q 2242.63 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5907.16 271 - 364 Days No 90.14 7-30 Days S-5-Q 6003.39 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16439.34 271 - 364 Days No 221.24 7-30 Days S-6-Q 16038.62 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23399.18 271 - 364 Days No 64.05 7-30 Days S-7-Q 23513.56 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34084.57 271 - 364 Days No 25.40 31-90 Days E-1-Q 33244.89 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34213.79 271 - 364 Days Yes 82.43 7-30 Days E-2-Q 31433.41 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11898.55 271 - 364 Days No 221.17 31-90 Days IG-1-Q 12589.76 No T+2 Yes No Securities Finance