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 No 113650.10 Day 1 Yes 1673.19 31-90 Days L-8 104578.17 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 75786.79 Day 1 No 1437.08 <7 Days L-9 68829.62 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 25624.46 Day 1 Yes 1052.10 <7 Days LC-1 27518.03 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 47456.65 Day 1 No 868.83 <7 Days LC-2 51337.17 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 46117.61 Day 1 Yes 583.64 31-90 Days N-1 48900.56 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 105239.85 Day 1 No 2645.27 31-90 Days N-2 96075.99 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 49642.01 Day 1 Yes 1505.46 7-30 Days N-3 53997.07 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 114698.82 Day 1 No 4216.85 31-90 Days N-4 125869.07 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 13727.96 Day 1 Yes 251.41 <7 Days N-5 14003.80 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 99761.99 Day 1 No 4166.16 31-90 Days N-6 109732.35 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 52998.18 Day 1 No 2320.00 <7 Days N-7 48305.01 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 52753.43 Day 1 No 106.45 31-90 Days P-1 55578.51 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 112038.91 Day 1 No 3515.18 <7 Days P-2 118377.63 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 106036.46 Day 1 No 1102.33 7-30 Days S-8 109060.17 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 79637.99 Day 1 Yes 3797.87 7-30 Days Y-1 87322.92 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 85583.55 Day 1 No 1814.52 31-90 Days Y-2 87977.46 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 30775.54 Day 1 No 1058.57 31-90 Days Y-3 29897.44 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 53759.59 Day 1 Yes 98.21 31-90 Days Y-4 55027.36 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 19560.17 Day 1 Yes 61.89 <7 Days Z-1 20345.82 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 6067.64 Day 1 Yes 92.29 7-30 Days A-2 6516.69 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 65778.33 Day 1 No 524.12 7-30 Days A-3 62990.06 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 36502.90 Day 1 Yes 1566.61 7-30 Days A-4 36301.07 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 92214.90 Day 1 No 1508.95 31-90 Days A-5 95850.51 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 85172.02 Day 1 Yes 2473.52 31-90 Days CB-1 88332.83 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 43348.27 Day 1 No 191.75 7-30 Days CB-2 41742.60 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance