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
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 74476.02 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Wealth Management LLC Retail 45969.22 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Capital Markets Inc. Retail 10350.07 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 38075.34 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 4364.66 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty International Finance Ltd. Retail 15454.48 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Mortgage Services Corp. Retail 3991.46 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 84530.54 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 80645.57 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Capital Markets Inc. Retail 75940.70 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Wealth Management LLC Retail 21837.49 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty International Finance Ltd. Retail 28782.31 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Mortgage Services Corp. Retail 6591.90 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty Mortgage Services Corp. Retail 51669.98 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 83390.32 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 10387.66 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty International Finance Ltd. Retail 18746.44 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 78484.09 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 58263.87 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 78645.71 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Liberty International Finance Ltd. Retail 75673.54 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 19763.17 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >3 Yr <= 4 Yr None Retail 28326.50 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >4 Yr <= 5 Yr None Liberty Mortgage Services Corp. Retail 29996.26 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD >4 Yr <= 5 Yr None Retail 45325.99 No None