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 4537.55 Open No 52.34 7-30 Days S-7 4573.43 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 75167.95 Day 1 No 1652.36 31-90 Days A-0-Q 69278.03 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 25546.61 Day 1 Yes 202.85 31-90 Days A-1-Q 24222.47 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 88646.26 Day 1 Yes 4065.29 7-30 Days A-2-Q 87151.63 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 20773.08 Day 1 Yes 219.29 31-90 Days A-3-Q 22028.49 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 116504.15 Day 1 No 5567.32 7-30 Days A-4-Q 117585.29 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 2641.74 Day 1 Yes 109.37 <7 Days A-5-Q 2891.86 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 27434.28 Day 1 No 563.95 <7 Days CB-1-Q 26974.26 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 12621.29 Day 1 No 561.96 7-30 Days CB-2-Q 13226.92 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 121876.68 Day 1 Yes 2766.33 31-90 Days S-1-Q 122930.74 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 80231.49 Day 1 Yes 2209.60 31-90 Days S-2-Q 74356.19 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 62330.61 Day 1 No 317.93 31-90 Days S-3-Q 57818.34 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 92194.63 Day 1 Yes 1159.72 7-30 Days S-4-Q 94595.14 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 83017.92 Day 1 Yes 1463.34 31-90 Days CB-3-Q 89809.63 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 76981.16 Day 1 No 389.10 31-90 Days G-1-Q 75124.41 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 48586.48 Day 1 No 1954.52 <7 Days G-2-Q 50162.36 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 83627.58 Day 1 No 3388.14 31-90 Days G-3-Q 80108.27 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 75143.62 Day 1 No 3282.86 31-90 Days S-5-Q 82651.06 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 120438.41 Day 1 Yes 5080.95 <7 Days S-6-Q 122338.33 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 24364.09 Day 1 No 709.56 7-30 Days S-7-Q 23702.79 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 100527.15 Day 1 Yes 1192.40 7-30 Days E-1-Q 99506.78 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 74856.14 Day 1 Yes 3226.21 <7 Days E-2-Q 71460.01 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 12612.45 Day 1 Yes 329.01 <7 Days IG-1-Q 13236.39 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 71458.31 Day 1 No 2375.72 <7 Days IG-2-Q 66583.64 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 4245.68 Day 1 No 95.36 <7 Days C-1 4021.20 Yes T+2 No No Securities Finance