Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 59660.82 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Mortgage Services Corp. Other 30077.44 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 51632.51 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Capital Markets Inc. Other 66879.10 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty International Finance Ltd. Other 76008.03 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Mortgage Services Corp. Other 85925.41 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 81428.69 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Mortgage Services Corp. Other 20134.59 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 73615.77 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Capital Markets Inc. Other 78930.86 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 3212.61 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 30300.33 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 83084.68 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 25624.65 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 47197.65 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Wealth Management LLC Other 3400.50 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 14803.81 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 6125.58 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty International Finance Ltd. Other 74044.52 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty Capital Markets Inc. Other 48048.00 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Other 51246.14 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD >5 Yr None Liberty International Finance Ltd. Other 3355.91 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD Perpetual None Other 11648.84 No None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD Perpetual None Liberty Mortgage Services Corp. Other 74103.15 Yes None
2025-10-13 Liberty National Bank I.S.4 Collateral Swaps USD Perpetual None Other 9895.98 No None