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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29749.63 Day 9 Yes 555.11 7-30 Days Y-4 31580.30 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30593.70 Day 9 No 720.36 7-30 Days Z-1 30070.09 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40623.13 Day 9 No 849.81 31-90 Days A-2 42636.86 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20681.94 Day 9 No 587.03 7-30 Days A-3 20149.19 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22017.38 Day 9 Yes 760.89 7-30 Days A-4 20551.84 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20447.60 Day 9 Yes 916.41 31-90 Days A-5 20054.52 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3800.93 Day 9 No 125.18 <7 Days CB-1 3600.73 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21250.75 Day 9 No 929.60 7-30 Days CB-2 19917.32 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2874.88 Day 9 No 51.78 31-90 Days CB-3 2927.31 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1840.26 Day 9 Yes 15.90 <7 Days E-1 1735.10 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19758.66 Day 9 No 856.83 7-30 Days E-2 20241.94 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5341.30 Day 9 No 3.46 <7 Days G-1 5520.69 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9253.30 Day 9 Yes 80.25 <7 Days G-2 9430.60 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33938.61 Day 9 Yes 509.60 7-30 Days G-3 30932.03 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2447.68 Day 9 No 81.69 <7 Days IG-1 2451.28 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8272.08 Day 9 No 256.76 7-30 Days IG-2 8883.09 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14971.36 Day 9 Yes 544.57 7-30 Days S-1 13692.35 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39612.51 Day 9 No 1704.03 31-90 Days S-2 38735.92 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28539.44 Day 9 Yes 212.64 31-90 Days S-3 26983.79 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29596.16 Day 9 Yes 1476.23 31-90 Days S-4 27775.59 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4681.68 Day 9 Yes 38.00 31-90 Days S-5 4980.49 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13885.09 Day 9 Yes 355.23 <7 Days S-6 13081.73 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20044.78 Day 9 No 983.75 7-30 Days S-7 19221.66 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41507.70 Day 10 No 1957.19 31-90 Days A-0-Q 41630.42 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22245.12 Day 10 No 1041.44 31-90 Days A-1-Q 24357.25 No T+1 No Yes Liberty Capital Markets Inc. Treasury