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 23 None Liberty International Finance Ltd. Retail 17472.35 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Retail 19220.37 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Retail 46336.62 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Mortgage Services Corp. Retail 58199.80 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Wealth Management LLC Retail 36363.36 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Capital Markets Inc. Retail 31811.00 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Mortgage Services Corp. Retail 31132.28 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Wealth Management LLC Retail 54054.79 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Capital Markets Inc. Retail 14562.57 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Wealth Management LLC Retail 33366.41 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Retail 24642.90 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 23 None Liberty Wealth Management LLC Retail 51536.90 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 41022.41 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Liberty Capital Markets Inc. Retail 28317.78 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 9137.37 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Liberty International Finance Ltd. Retail 86080.68 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 29438.88 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Liberty Capital Markets Inc. Retail 47348.62 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Liberty Mortgage Services Corp. Retail 86203.17 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 52653.25 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 18462.56 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Liberty International Finance Ltd. Retail 3792.15 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 64734.30 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Liberty International Finance Ltd. Retail 84362.39 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Day 24 None Retail 4584.18 No None