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 902.88 271 - 364 Days No 37.72 <7 Days L-6 930.06 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23985.04 271 - 364 Days Yes 430.85 <7 Days L-7 26311.23 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16106.41 271 - 364 Days Yes 112.64 31-90 Days L-8 15333.18 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2786.12 271 - 364 Days No 73.02 <7 Days L-9 2803.82 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8588.30 271 - 364 Days No 76.10 <7 Days LC-1 7837.37 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4942.39 271 - 364 Days Yes 85.98 <7 Days LC-2 4490.85 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1501.24 271 - 364 Days Yes 45.83 31-90 Days N-1 1545.12 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18941.29 271 - 364 Days Yes 505.39 <7 Days N-2 19200.24 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5176.61 271 - 364 Days No 147.70 7-30 Days N-3 4832.34 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21678.36 271 - 364 Days Yes 848.51 31-90 Days N-4 23421.04 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41839.63 271 - 364 Days Yes 31.64 7-30 Days N-5 43792.38 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8208.05 271 - 364 Days Yes 196.42 <7 Days N-6 8551.65 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37211.30 271 - 364 Days Yes 501.53 <7 Days N-7 37183.24 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23251.05 271 - 364 Days No 862.18 7-30 Days P-1 23773.46 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29523.58 271 - 364 Days No 161.33 7-30 Days P-2 30452.78 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43391.50 271 - 364 Days Yes 1560.84 <7 Days S-8 41399.75 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38999.73 271 - 364 Days No 1446.71 <7 Days Y-1 40717.18 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29104.14 271 - 364 Days No 129.91 31-90 Days Y-2 28587.03 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43050.01 271 - 364 Days Yes 1193.98 7-30 Days Y-3 42897.87 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34864.73 271 - 364 Days Yes 839.96 31-90 Days Y-4 34019.90 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7013.21 271 - 364 Days Yes 336.36 7-30 Days Z-1 6911.98 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14618.83 271 - 364 Days No 663.34 7-30 Days A-2 13562.47 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13931.62 271 - 364 Days Yes 646.09 <7 Days A-3 15162.55 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7460.32 271 - 364 Days Yes 310.60 <7 Days A-4 6797.67 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3994.88 271 - 364 Days No 151.95 31-90 Days A-5 3757.17 Yes T+0 Yes No Trading