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 >5 Yr None PSE 19383.09 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty International Finance Ltd. PSE 4544.61 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 52114.73 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Mortgage Services Corp. PSE 18154.29 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 39759.23 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 53258.48 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 86969.41 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 86641.35 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty International Finance Ltd. PSE 25647.75 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Capital Markets Inc. PSE 26733.39 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 18692.14 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Capital Markets Inc. PSE 41144.52 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Mortgage Services Corp. PSE 27764.24 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Mortgage Services Corp. PSE 36945.40 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Capital Markets Inc. PSE 14843.90 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 57228.54 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 44479.71 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 73914.49 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Mortgage Services Corp. PSE 77502.90 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty International Finance Ltd. PSE 42089.03 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 55350.00 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Mortgage Services Corp. PSE 65842.84 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None Liberty Capital Markets Inc. PSE 41733.46 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 23537.39 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD >5 Yr None PSE 48419.15 No None