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 Yes 6363.89 Day 59 No 33.71 31-90 Days L-7 6478.95 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 16374.09 Day 59 No 1575.96 7-30 Days L-8 14344.40 Full No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 21481.40 Day 59 No 472.46 7-30 Days L-9 21669.96 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 3610.41 Day 59 No 242.71 31-90 Days LC-1 3316.76 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 29405.15 Day 59 No 1447.65 <7 Days LC-2 33004.04 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 7228.00 Day 59 Yes 351.18 <7 Days N-1 6054.90 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 7805.25 Day 59 Yes 153.17 <7 Days N-2 9040.26 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 28389.53 Day 59 Yes 1417.11 91-180 Days N-3 25143.51 Full No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 3824.68 Day 59 Yes 178.52 31-90 Days N-4 3581.50 Full No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 3823.78 Day 59 No 4.44 31-90 Days N-5 3826.72 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 16768.13 Day 59 Yes 816.43 <7 Days N-6 13594.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 11362.78 Day 59 No 297.30 91-180 Days N-7 10047.28 Full No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 20359.55 Day 59 No 614.67 91-180 Days P-1 19458.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 39302.06 Day 59 No 1681.29 31-90 Days P-2 37370.62 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 26114.43 Day 59 No 2539.03 31-90 Days S-8 24930.06 None No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 17437.01 Day 59 Yes 818.82 91-180 Days Y-1 18902.16 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 27975.18 Day 59 No 1260.21 31-90 Days Y-2 25078.99 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 44061.61 Day 59 Yes 1050.39 31-90 Days Y-3 50247.45 Partial No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 25957.75 Day 59 No 2205.08 <7 Days Y-4 27409.85 None No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 11598.58 Day 59 Yes 960.09 7-30 Days Z-1 12431.79 None No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 7715.77 Day 59 No 550.60 <7 Days A-2 6581.00 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 28938.55 Day 59 Yes 80.01 7-30 Days A-3 25641.90 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 18578.17 Day 59 Yes 1489.54 31-90 Days A-4 20030.40 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 30228.15 Day 59 Yes 2679.16 31-90 Days A-5 24809.10 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 23191.80 Day 59 Yes 15.11 91-180 Days CB-1 20961.96 None Yes Liberty Mortgage Services Corp. Capital Markets