Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.10: Synthetic Firm Financing

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
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 61054.49 Open No 326.40 7-30 Days Y-1 66845.06 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 117527.11 Open No 827.80 <7 Days Y-2 124952.45 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 68045.73 Open Yes 2645.79 <7 Days Y-3 70741.51 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 111913.64 Open No 2798.86 31-90 Days Y-4 120844.40 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 53279.83 Open Yes 2569.39 7-30 Days Z-1 58266.06 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 113901.28 Open No 2894.23 31-90 Days A-2 106072.92 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 96285.27 Open Yes 3870.54 31-90 Days A-3 99196.57 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 44929.43 Open Yes 550.81 <7 Days A-4 45044.75 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 47180.92 Open No 1672.71 31-90 Days A-5 50412.49 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 48994.73 Open Yes 546.05 7-30 Days CB-1 49127.47 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 114476.58 Open No 2948.03 7-30 Days CB-2 114860.65 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 97440.23 Open Yes 171.61 <7 Days CB-3 93154.01 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 9288.34 Open No 379.93 31-90 Days E-1 10025.97 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 112139.87 Open No 3221.89 7-30 Days E-2 120221.36 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 114342.12 Open No 3156.29 <7 Days G-1 106458.33 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 119892.77 Open No 4283.96 7-30 Days G-2 112131.69 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 14870.72 Open No 390.43 31-90 Days G-3 13465.17 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 38309.80 Open No 1685.27 31-90 Days IG-1 41699.78 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 92352.37 Open Yes 3923.30 31-90 Days IG-2 90574.33 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 36608.58 Open No 639.17 <7 Days S-1 36044.99 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 49244.57 Open Yes 1174.65 31-90 Days S-2 44687.12 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 103204.23 Open Yes 3497.07 7-30 Days S-3 97850.40 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 22597.22 Open Yes 89.91 7-30 Days S-4 23742.82 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 15410.40 Open Yes 739.57 31-90 Days S-5 16598.71 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 27524.70 Open No 292.90 31-90 Days S-6 27515.97 No T+0 No No Treasury