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 No 3641.73 Day 21 No 160.21 7-30 Days C-1 3439.75 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32648.06 Day 21 No 703.34 7-30 Days CB-4 31386.47 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21819.60 Day 21 Yes 89.28 31-90 Days E-10 23436.31 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4027.72 Day 21 Yes 108.67 7-30 Days E-3 4306.02 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23824.16 Day 21 No 231.26 <7 Days E-4 23080.95 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33138.46 Day 21 No 660.59 31-90 Days E-5 35550.55 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27860.12 Day 21 No 186.70 31-90 Days E-6 28601.18 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9961.57 Day 21 Yes 467.41 <7 Days E-7 9376.23 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18177.55 Day 21 No 544.12 31-90 Days E-8 19917.73 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23980.13 Day 21 Yes 108.61 7-30 Days E-9 25227.50 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5210.98 Day 21 Yes 232.07 7-30 Days G-4 5444.24 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4464.23 Day 21 Yes 74.14 <7 Days IG-3 4306.03 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24280.91 Day 21 No 825.14 <7 Days IG-4 23981.77 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21050.69 Day 21 No 812.91 <7 Days IG-5 22458.71 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18608.98 Day 21 Yes 838.89 <7 Days IG-6 17783.11 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25731.71 Day 21 Yes 875.15 <7 Days IG-7 24011.62 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39414.97 Day 21 Yes 1588.64 31-90 Days IG-8 38772.39 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5173.79 Day 21 No 36.84 <7 Days L-1 5284.75 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2891.58 Day 21 No 114.21 7-30 Days L-10 2826.05 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24468.97 Day 21 Yes 627.75 7-30 Days L-11 25329.16 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28591.00 Day 21 No 239.79 <7 Days L-2 30941.13 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13960.65 Day 21 Yes 444.47 7-30 Days L-3 14557.00 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28363.92 Day 21 No 793.25 <7 Days L-4 30100.57 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5586.74 Day 21 Yes 154.36 <7 Days L-5 5127.76 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13746.10 Day 21 No 295.85 31-90 Days L-6 14619.67 No T+0 No No Funding