Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.2: Securities Lending

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.2 Securities Lending Retail Yes 6328.08 Open Yes 203.75 31-90 Days IG-7 6481.63 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 18792.99 Open Yes 55.14 7-30 Days IG-8 20320.60 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 33993.73 Open No 1380.58 <7 Days L-1 37210.50 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 27497.73 Open No 373.12 <7 Days L-10 26392.09 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 21193.17 Open Yes 672.49 7-30 Days L-11 22811.75 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 37388.47 Open Yes 1327.36 7-30 Days L-2 34419.67 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 27073.50 Open Yes 1340.34 7-30 Days L-3 24489.04 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 42885.20 Open Yes 283.38 <7 Days L-4 45251.35 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 42149.92 Open No 1008.48 31-90 Days L-5 40837.93 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 32514.34 Open Yes 1316.49 7-30 Days L-6 34687.97 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 41152.96 Open No 213.68 31-90 Days L-7 45121.12 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 10250.47 Open Yes 265.37 31-90 Days L-8 9372.09 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 18975.50 Open No 701.63 <7 Days L-9 20455.91 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 33153.78 Open Yes 1643.55 31-90 Days LC-1 32834.14 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 36271.28 Open No 503.66 <7 Days LC-2 38939.16 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 11581.31 Open No 374.97 31-90 Days N-1 10957.99 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 3323.34 Open No 158.96 7-30 Days N-2 3523.55 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 9909.37 Open No 4.05 7-30 Days N-3 10046.77 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 30090.78 Open No 1492.12 7-30 Days N-4 27717.43 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 10031.44 Open No 323.81 <7 Days N-5 9544.99 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 25449.70 Open Yes 1142.02 7-30 Days N-6 26694.82 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 27134.09 Open Yes 924.84 31-90 Days N-7 24549.02 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 7634.92 Open Yes 116.25 7-30 Days P-1 7310.66 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 19475.30 Open No 822.02 <7 Days P-2 19940.88 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 41342.22 Open No 797.19 7-30 Days S-8 38084.75 No T+0 No Yes Liberty Mortgage Services Corp. Treasury