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 41942.71 >= 1 Yr <= 2 Yr No 400.12 7-30 Days S-2 38634.12 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38544.97 >= 1 Yr <= 2 Yr Yes 275.56 <7 Days S-3 38598.75 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33306.65 >= 1 Yr <= 2 Yr No 522.81 <7 Days S-4 35691.44 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10672.49 >= 1 Yr <= 2 Yr No 128.79 <7 Days S-5 11154.79 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8731.97 >= 1 Yr <= 2 Yr No 154.16 31-90 Days S-6 8585.56 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32573.22 >= 1 Yr <= 2 Yr Yes 534.65 31-90 Days S-7 33131.90 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4703.54 >2 Yr <= 3 Yr No 170.41 <7 Days A-0-Q 4257.43 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13064.62 >2 Yr <= 3 Yr Yes 12.42 31-90 Days A-1-Q 13305.10 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37608.14 >2 Yr <= 3 Yr Yes 1610.02 <7 Days A-2-Q 35797.11 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43755.07 >2 Yr <= 3 Yr No 1855.38 7-30 Days A-3-Q 43092.41 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20678.98 >2 Yr <= 3 Yr Yes 963.28 7-30 Days A-4-Q 20498.02 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 44083.25 >2 Yr <= 3 Yr Yes 1802.54 31-90 Days A-5-Q 46979.60 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10431.90 >2 Yr <= 3 Yr Yes 23.02 <7 Days CB-1-Q 10618.79 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36452.19 >2 Yr <= 3 Yr Yes 1268.32 <7 Days CB-2-Q 36442.64 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18402.81 >2 Yr <= 3 Yr No 595.81 31-90 Days S-1-Q 17488.47 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28622.97 >2 Yr <= 3 Yr No 963.14 <7 Days S-2-Q 27460.71 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18670.90 >2 Yr <= 3 Yr No 106.17 <7 Days S-3-Q 17864.94 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26441.55 >2 Yr <= 3 Yr Yes 549.27 7-30 Days S-4-Q 24672.77 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22401.74 >2 Yr <= 3 Yr Yes 915.67 <7 Days CB-3-Q 22696.40 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38718.92 >2 Yr <= 3 Yr Yes 1272.83 <7 Days G-1-Q 38046.92 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42166.09 >2 Yr <= 3 Yr Yes 1563.13 <7 Days G-2-Q 44937.95 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16636.32 >2 Yr <= 3 Yr No 778.31 7-30 Days G-3-Q 16177.53 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9845.58 >2 Yr <= 3 Yr No 173.68 <7 Days S-5-Q 9533.44 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32141.49 >2 Yr <= 3 Yr No 985.00 31-90 Days S-6-Q 33279.29 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11394.04 >2 Yr <= 3 Yr No 120.83 31-90 Days S-7-Q 11470.03 No T+0 No No Treasury