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 58 None Liberty Capital Markets Inc. PSE 39281.04 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Wealth Management LLC PSE 68598.67 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty International Finance Ltd. PSE 54642.06 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 6412.48 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 30223.60 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 17292.21 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 62272.19 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 37577.10 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty International Finance Ltd. PSE 46616.46 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 12226.18 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 72990.63 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty International Finance Ltd. PSE 27593.34 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 3060.27 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 66618.22 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 23380.34 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Wealth Management LLC PSE 42609.31 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty International Finance Ltd. PSE 3205.06 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 74906.58 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 34173.12 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 49162.16 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 54632.34 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 64609.96 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 65301.13 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None PSE 58062.61 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 58 None Liberty Mortgage Services Corp. PSE 41335.57 Yes None