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 Small Business Yes 20889.57 Open No 380.02 31-90 Days CB-3 20460.24 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 28040.82 Open No 1024.71 7-30 Days E-1 28564.07 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 31195.47 Open No 1163.80 31-90 Days E-2 32546.04 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 32414.52 Open No 289.17 31-90 Days G-1 29857.85 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 12100.47 Open Yes 2.74 7-30 Days G-2 12375.84 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 30062.87 Open No 364.66 7-30 Days G-3 29517.45 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 1830.29 Open No 27.24 7-30 Days IG-1 1735.95 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 13177.45 Open Yes 610.81 7-30 Days IG-2 13096.83 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 13848.83 Open No 264.77 31-90 Days S-1 15158.23 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 26683.25 Open Yes 71.06 7-30 Days S-2 27036.55 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 39229.63 Open No 1458.06 <7 Days S-3 38397.43 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 27156.73 Open Yes 549.44 <7 Days S-4 25019.40 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 6440.03 Open No 177.21 <7 Days S-5 6753.67 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 32995.00 Open Yes 550.05 31-90 Days S-6 30445.29 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 24630.67 Open No 512.56 <7 Days S-7 25969.42 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 28601.64 Day 1 No 317.97 31-90 Days A-0-Q 29984.98 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 834.35 Day 1 No 23.57 7-30 Days A-1-Q 752.46 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 16915.32 Day 1 Yes 327.64 7-30 Days A-2-Q 17555.81 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 30677.08 Day 1 Yes 1302.01 <7 Days A-3-Q 29029.89 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 34470.57 Day 1 No 524.21 7-30 Days A-4-Q 34955.53 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business Yes 9342.19 Day 1 No 52.63 7-30 Days A-5-Q 10181.68 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 1573.26 Day 1 Yes 15.81 7-30 Days CB-1-Q 1578.38 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 16627.79 Day 1 No 91.08 <7 Days CB-2-Q 17918.97 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 21126.16 Day 1 No 277.10 31-90 Days S-1-Q 19957.75 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Small Business No 6118.30 Day 1 No 259.09 <7 Days S-2-Q 6458.38 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance