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
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 71908.98 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 53901.03 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. Other 50667.91 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 75625.56 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. Other 63495.79 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 64285.39 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. Other 69420.61 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. Other 31612.33 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 16905.80 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 34958.18 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. Other 56652.11 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 45301.77 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. Other 86630.65 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 10090.11 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty International Finance Ltd. Other 2054.10 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 82825.79 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty International Finance Ltd. Other 55619.72 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. Other 32579.66 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 5776.85 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 69492.18 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty International Finance Ltd. Other 64620.87 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. Other 83279.76 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 78132.31 No None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. Other 78732.45 Yes None
2025-10-13 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Other 74865.00 No None