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 16631.10 Day 55 No 524.83 7-30 Days CB-1 16830.38 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 360.55 Day 55 Yes 15.51 7-30 Days CB-2 352.95 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18999.99 Day 55 Yes 11.15 31-90 Days CB-3 18384.58 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18764.01 Day 55 Yes 148.88 <7 Days E-1 20338.87 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36825.86 Day 55 No 1422.41 7-30 Days E-2 34933.53 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12192.81 Day 55 No 58.97 7-30 Days G-1 11824.11 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6259.09 Day 55 No 56.79 <7 Days G-2 6343.49 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26535.68 Day 55 Yes 1168.02 7-30 Days G-3 25046.67 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39491.95 Day 55 Yes 1835.02 <7 Days IG-1 43335.92 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1180.90 Day 55 Yes 7.77 <7 Days IG-2 1298.72 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39077.97 Day 55 No 339.37 <7 Days S-1 41560.53 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10483.50 Day 55 Yes 112.98 31-90 Days S-2 10491.64 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18544.59 Day 55 No 119.62 <7 Days S-3 18982.59 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6359.43 Day 55 No 97.23 7-30 Days S-4 6606.57 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37912.15 Day 55 No 1428.95 31-90 Days S-5 36174.16 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22135.03 Day 55 No 1072.79 <7 Days S-6 23572.69 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26969.36 Day 55 No 1174.65 7-30 Days S-7 26565.49 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10684.29 Day 56 Yes 499.71 <7 Days A-0-Q 10482.42 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27102.13 Day 56 No 1017.62 7-30 Days A-1-Q 27085.89 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21111.68 Day 56 No 884.73 31-90 Days A-2-Q 22939.57 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35686.55 Day 56 No 799.47 31-90 Days A-3-Q 37867.25 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13908.36 Day 56 Yes 99.12 7-30 Days A-4-Q 12707.59 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19209.71 Day 56 Yes 441.25 7-30 Days A-5-Q 20629.50 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35657.43 Day 56 No 409.55 7-30 Days CB-1-Q 38440.20 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28141.53 Day 56 Yes 1186.10 7-30 Days CB-2-Q 28404.47 No T+2 No No Securities Finance