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 6037.02 Day 55 No 55.83 31-90 Days L-6 5924.55 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42280.96 Day 55 Yes 1665.99 <7 Days L-7 38519.37 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26729.07 Day 55 No 1213.22 7-30 Days L-8 27772.29 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6238.95 Day 55 No 142.76 <7 Days L-9 6132.64 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2200.29 Day 55 No 1.10 7-30 Days LC-1 2061.25 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31704.38 Day 55 No 1546.29 31-90 Days LC-2 30013.17 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20705.44 Day 55 Yes 867.23 7-30 Days N-1 21976.95 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3322.62 Day 55 No 140.08 7-30 Days N-2 3273.15 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18942.29 Day 55 Yes 110.72 <7 Days N-3 20250.47 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3731.57 Day 55 Yes 28.12 <7 Days N-4 3412.98 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34306.84 Day 55 No 370.56 7-30 Days N-5 31130.76 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34267.44 Day 55 No 1405.36 7-30 Days N-6 33975.91 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37800.32 Day 55 No 1708.61 <7 Days N-7 37323.10 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27836.13 Day 55 Yes 403.48 <7 Days P-1 25855.78 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39716.36 Day 55 No 627.39 <7 Days P-2 41840.68 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23309.40 Day 55 No 111.72 31-90 Days S-8 22586.50 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16239.31 Day 55 Yes 685.74 7-30 Days Y-1 16516.88 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25516.86 Day 55 No 967.14 31-90 Days Y-2 27416.75 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30482.43 Day 55 No 29.11 7-30 Days Y-3 30178.29 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31282.89 Day 55 Yes 234.01 7-30 Days Y-4 30524.67 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9396.47 Day 55 Yes 148.49 <7 Days Z-1 8883.84 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32549.87 Day 55 Yes 149.79 7-30 Days A-2 31879.85 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10924.69 Day 55 No 543.81 <7 Days A-3 10131.24 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40538.90 Day 55 No 1513.01 7-30 Days A-4 39647.63 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35920.38 Day 55 Yes 432.98 <7 Days A-5 38233.84 Yes T+2 Yes No Securities Finance