Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.10: Synthetic Firm Sourcing

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 56718.14 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty International Finance Ltd. GSE 76669.68 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Capital Markets Inc. GSE 84156.70 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 38222.46 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty International Finance Ltd. GSE 7206.89 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 37418.12 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Mortgage Services Corp. GSE 45007.10 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 45272.84 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 29534.37 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Capital Markets Inc. GSE 49134.99 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 65902.58 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Capital Markets Inc. GSE 82107.71 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 63332.02 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Mortgage Services Corp. GSE 33494.86 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Capital Markets Inc. GSE 25644.27 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Wealth Management LLC GSE 71524.79 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Mortgage Services Corp. GSE 79230.63 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Capital Markets Inc. GSE 9142.58 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Wealth Management LLC GSE 32917.23 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 26584.09 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty Wealth Management LLC GSE 80287.53 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 16814.71 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 26996.96 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None Liberty International Finance Ltd. GSE 50232.79 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 41 None GSE 30893.08 No None