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 Yes 3650.33 >2 Yr <= 3 Yr Yes 115.81 31-90 Days A-3 3334.97 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 30773.93 >2 Yr <= 3 Yr Yes 785.43 <7 Days A-4 28095.56 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 32002.73 >2 Yr <= 3 Yr No 712.97 <7 Days A-5 30395.46 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 34524.87 >2 Yr <= 3 Yr No 1042.80 <7 Days CB-1 36399.17 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 42937.83 >2 Yr <= 3 Yr No 1023.17 <7 Days CB-2 39825.61 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 10371.14 >2 Yr <= 3 Yr No 279.99 7-30 Days CB-3 11130.44 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 20433.03 >2 Yr <= 3 Yr Yes 446.18 31-90 Days E-1 19900.25 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 33349.76 >2 Yr <= 3 Yr No 869.09 <7 Days E-2 33179.11 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 10160.38 >2 Yr <= 3 Yr No 329.42 <7 Days G-1 9848.92 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 11326.22 >2 Yr <= 3 Yr No 375.68 7-30 Days G-2 11183.33 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 12287.27 >2 Yr <= 3 Yr No 554.12 7-30 Days G-3 13194.48 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 3257.24 >2 Yr <= 3 Yr No 140.42 31-90 Days IG-1 3198.30 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 27327.76 >2 Yr <= 3 Yr No 860.98 31-90 Days IG-2 29511.45 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 871.33 >2 Yr <= 3 Yr Yes 12.59 <7 Days S-1 940.15 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 30567.44 >2 Yr <= 3 Yr No 142.66 7-30 Days S-2 31498.08 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 6315.47 >2 Yr <= 3 Yr No 302.11 <7 Days S-3 5763.60 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 5091.54 >2 Yr <= 3 Yr No 28.13 <7 Days S-4 5213.28 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 3076.01 >2 Yr <= 3 Yr No 84.75 7-30 Days S-5 3078.05 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 1491.93 >2 Yr <= 3 Yr Yes 63.80 7-30 Days S-6 1578.52 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 1086.82 >2 Yr <= 3 Yr Yes 49.77 7-30 Days S-7 1097.13 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 18024.06 >3 Yr <= 4 Yr Yes 846.29 7-30 Days A-0-Q 16236.78 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 25357.35 >3 Yr <= 4 Yr No 87.83 7-30 Days A-1-Q 25204.96 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 37602.62 >3 Yr <= 4 Yr No 304.63 7-30 Days A-2-Q 34364.25 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 40389.57 >3 Yr <= 4 Yr No 1812.15 <7 Days A-3-Q 43964.28 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 26327.47 >3 Yr <= 4 Yr Yes 186.59 31-90 Days A-4-Q 28563.74 Yes T+1 No No Securities Finance