Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.3: Dollar Rolls

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.3 Dollar Rolls Retail No 17327.31 Day 47 No 48.56 7-30 Days N-3 15894.51 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 20674.36 Day 47 No 962.92 31-90 Days N-4 19051.81 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 24422.67 Day 47 Yes 334.58 31-90 Days N-5 26300.59 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 17174.17 Day 47 No 25.11 31-90 Days N-6 17989.39 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 7497.74 Day 47 No 120.32 7-30 Days N-7 7441.35 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 39451.79 Day 47 No 1628.97 7-30 Days P-1 37779.69 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 37395.77 Day 47 No 1614.11 7-30 Days P-2 40172.41 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 4664.99 Day 47 No 52.06 31-90 Days S-8 4806.81 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 31439.57 Day 47 No 1492.04 31-90 Days Y-1 32127.56 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 35434.09 Day 47 Yes 941.29 <7 Days Y-2 32189.45 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 1113.76 Day 47 Yes 12.62 31-90 Days Y-3 1090.54 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 35662.67 Day 47 No 342.41 <7 Days Y-4 34389.76 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 40484.50 Day 47 No 325.47 7-30 Days Z-1 37838.01 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 31421.02 Day 47 Yes 414.80 31-90 Days A-2 33343.63 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 40487.75 Day 47 Yes 264.22 7-30 Days A-3 36738.41 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 31040.51 Day 47 Yes 70.48 31-90 Days A-4 30812.22 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 33328.48 Day 47 No 233.80 <7 Days A-5 32244.59 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 3929.23 Day 47 Yes 6.75 <7 Days CB-1 3871.94 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 854.43 Day 47 No 23.83 <7 Days CB-2 803.08 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 26688.42 Day 47 Yes 964.29 7-30 Days CB-3 28536.53 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 36389.69 Day 47 No 1218.74 7-30 Days E-1 38183.92 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 12286.14 Day 47 No 393.40 31-90 Days E-2 11145.72 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 17241.40 Day 47 No 322.20 7-30 Days G-1 17612.55 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 1693.91 Day 47 No 8.99 <7 Days G-2 1708.98 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 15068.82 Day 47 No 120.99 31-90 Days G-3 16339.26 No T+2 Yes Yes Liberty Wealth Management LLC Trading