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 Day 1 None Liberty International Finance Ltd. Small Business 9488.68 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 47969.05 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty Mortgage Services Corp. Small Business 85011.81 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 35146.05 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 68979.79 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty Wealth Management LLC Small Business 14222.33 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 12994.20 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 13287.11 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty International Finance Ltd. Small Business 67324.34 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty Capital Markets Inc. Small Business 60767.60 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty Mortgage Services Corp. Small Business 16353.05 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty Mortgage Services Corp. Small Business 29348.47 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 435.59 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 75035.45 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Small Business 36092.83 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty International Finance Ltd. Small Business 39281.59 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty Wealth Management LLC Small Business 66764.57 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 1 None Liberty International Finance Ltd. Small Business 49375.01 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Liberty Capital Markets Inc. Small Business 49807.85 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Small Business 17955.14 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Small Business 54419.88 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Small Business 76466.36 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Liberty Mortgage Services Corp. Small Business 86830.20 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Small Business 77731.56 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 2 None Small Business 21501.47 No None