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 13305.59 Day 58 Yes 1.74 <7 Days IG-1 13661.12 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33289.62 Day 58 Yes 1486.63 31-90 Days IG-2 31989.33 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19849.81 Day 58 Yes 463.07 <7 Days S-1 20708.07 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7481.84 Day 58 Yes 304.71 7-30 Days S-2 6779.19 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41428.30 Day 58 No 1813.52 31-90 Days S-3 38833.28 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25231.95 Day 58 Yes 1098.66 31-90 Days S-4 27443.71 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21684.13 Day 58 Yes 791.05 7-30 Days S-5 19971.75 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9614.10 Day 58 No 240.18 <7 Days S-6 8773.79 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3400.04 Day 58 No 34.44 <7 Days S-7 3157.75 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16307.93 Day 59 Yes 540.47 7-30 Days A-0-Q 16745.07 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18520.31 Day 59 Yes 700.62 31-90 Days A-1-Q 16764.28 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37351.74 Day 59 Yes 1836.03 <7 Days A-2-Q 39660.47 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30717.36 Day 59 Yes 205.08 <7 Days A-3-Q 30636.96 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3787.14 Day 59 No 8.35 31-90 Days A-4-Q 3836.44 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2913.90 Day 59 Yes 14.53 7-30 Days A-5-Q 2772.90 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38926.33 Day 59 No 1327.63 <7 Days CB-1-Q 39076.71 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43471.33 Day 59 Yes 521.51 7-30 Days CB-2-Q 43996.58 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4184.36 Day 59 No 154.43 <7 Days S-1-Q 4251.43 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11203.10 Day 59 Yes 201.73 7-30 Days S-2-Q 12175.29 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32756.37 Day 59 No 190.39 31-90 Days S-3-Q 29873.25 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40703.02 Day 59 Yes 1580.80 7-30 Days S-4-Q 41906.28 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14746.09 Day 59 Yes 84.34 <7 Days CB-3-Q 14584.97 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43186.58 Day 59 No 743.44 31-90 Days G-1-Q 43494.91 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1058.85 Day 59 No 16.38 7-30 Days G-2-Q 976.86 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20499.92 Day 59 No 427.03 31-90 Days G-3-Q 19401.20 No T+1 No Yes Liberty Wealth Management LLC Funding