Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.13: Government Supported Debt

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 18135.67 Day 40 Yes 360.23 91-180 Days Y-2 17350.96 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 4508.08 Day 40 No 116.72 <7 Days Y-3 5132.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 21018.17 Day 40 No 1883.14 7-30 Days Y-4 19423.25 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 41806.45 Day 40 Yes 3646.10 <7 Days Z-1 47388.33 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 28853.02 Day 40 No 1758.31 7-30 Days A-2 29179.15 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 31904.76 Day 40 No 2024.28 <7 Days A-3 26082.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 17419.33 Day 40 No 1238.49 <7 Days A-4 17688.85 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 41816.24 Day 40 Yes 3284.64 31-90 Days A-5 36764.07 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 15511.77 Day 40 Yes 1038.67 7-30 Days CB-1 12744.65 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 38361.25 Day 40 Yes 856.32 91-180 Days CB-2 44266.53 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 17744.21 Day 40 No 248.97 <7 Days CB-3 18861.64 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 34764.13 Day 40 Yes 306.79 91-180 Days E-1 28050.80 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 14622.89 Day 40 No 897.06 91-180 Days E-2 13617.08 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 37892.46 Day 40 Yes 1937.77 31-90 Days G-1 35275.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 14240.71 Day 40 No 578.72 31-90 Days G-2 14762.48 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 34799.91 Day 40 Yes 1089.74 91-180 Days G-3 34049.38 None No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 42760.00 Day 40 No 1001.46 <7 Days IG-1 42125.47 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 39391.75 Day 40 No 2639.30 91-180 Days IG-2 41765.77 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 38182.91 Day 40 Yes 1577.14 31-90 Days S-1 42761.36 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 12701.92 Day 40 Yes 645.04 <7 Days S-2 14544.77 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 21648.27 Day 40 Yes 1833.58 7-30 Days S-3 21036.70 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 13118.60 Day 40 Yes 338.73 7-30 Days S-4 15462.53 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 18431.96 Day 40 No 461.34 7-30 Days S-5 19783.94 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 38029.14 Day 40 Yes 1273.88 91-180 Days S-6 34700.85 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 2473.16 Day 40 Yes 124.65 91-180 Days S-7 2036.11 None Yes Liberty Mortgage Services Corp. Capital Markets