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 No 35029.04 Open No 1373.95 <7 Days S-7 38449.56 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 10608.99 Day 1 No 124.31 <7 Days A-0-Q 11529.77 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 2557.53 Day 1 No 96.93 <7 Days A-1-Q 2666.84 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 19761.06 Day 1 No 390.94 7-30 Days A-2-Q 20580.98 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 12121.42 Day 1 No 76.48 <7 Days A-3-Q 11353.52 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 8134.35 Day 1 No 237.17 <7 Days A-4-Q 8290.79 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 41715.99 Day 1 No 120.23 7-30 Days A-5-Q 44808.45 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 12277.88 Day 1 Yes 122.33 <7 Days CB-1-Q 13256.06 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 19261.02 Day 1 No 93.13 <7 Days CB-2-Q 19677.65 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 15901.09 Day 1 Yes 291.52 <7 Days S-1-Q 14414.04 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 22339.97 Day 1 No 405.29 31-90 Days S-2-Q 23392.09 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 42618.59 Day 1 Yes 1000.75 <7 Days S-3-Q 42756.76 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 9751.31 Day 1 No 12.08 31-90 Days S-4-Q 9103.92 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 37054.84 Day 1 Yes 558.26 7-30 Days CB-3-Q 39104.51 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 4877.73 Day 1 Yes 208.09 7-30 Days G-1-Q 4424.25 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 1956.31 Day 1 Yes 13.01 31-90 Days G-2-Q 1806.10 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 33531.16 Day 1 Yes 865.51 31-90 Days G-3-Q 33506.28 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 17540.53 Day 1 No 270.62 31-90 Days S-5-Q 15869.55 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 39909.70 Day 1 No 1543.23 <7 Days S-6-Q 43504.68 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 32115.72 Day 1 Yes 1511.93 7-30 Days S-7-Q 34176.18 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 42456.66 Day 1 No 322.14 31-90 Days E-1-Q 45223.91 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 40551.06 Day 1 No 361.40 <7 Days E-2-Q 43318.47 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 40588.09 Day 1 No 1101.98 31-90 Days IG-1-Q 44251.04 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 42817.62 Day 1 Yes 1227.36 <7 Days IG-2-Q 45546.27 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 14302.52 Day 1 No 227.05 <7 Days C-1 15248.24 Yes T+2 No Yes Liberty Capital Markets Inc. Funding