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 22955.98 Perpetual Yes 985.83 <7 Days L-8 20521.16 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 7157.74 Perpetual No 701.27 91-180 Days L-9 7270.92 None No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 12764.69 Perpetual Yes 344.66 91-180 Days LC-1 14699.08 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 32799.07 Perpetual No 1960.29 31-90 Days LC-2 32886.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 43086.66 Perpetual Yes 3892.21 <7 Days N-1 51319.61 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 20689.50 Perpetual Yes 161.71 91-180 Days N-2 23875.65 None No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 39941.97 Perpetual No 218.33 7-30 Days N-3 33528.63 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 37525.33 Perpetual No 171.30 31-90 Days N-4 37394.86 Full No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 28416.49 Perpetual Yes 2462.88 91-180 Days N-5 25593.88 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 32245.02 Perpetual Yes 6.85 91-180 Days N-6 29816.98 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 10456.74 Perpetual No 941.06 7-30 Days N-7 11398.66 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 6913.53 Perpetual Yes 564.80 <7 Days P-1 8039.71 None No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 34601.97 Perpetual Yes 604.53 91-180 Days P-2 28116.07 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 13751.88 Perpetual No 374.10 7-30 Days S-8 11229.06 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 10435.06 Perpetual Yes 735.60 31-90 Days Y-1 9794.81 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 14671.56 Perpetual Yes 53.54 7-30 Days Y-2 13216.87 Full No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 42525.87 Perpetual No 3097.06 7-30 Days Y-3 37634.49 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 36877.12 Perpetual No 3521.00 <7 Days Y-4 36083.51 None No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 34711.85 Perpetual No 1580.47 7-30 Days Z-1 33177.24 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 30532.69 Perpetual No 2508.88 31-90 Days A-2 31119.26 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 28071.37 Perpetual Yes 1216.91 <7 Days A-3 32219.95 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 37240.61 Perpetual Yes 3361.31 91-180 Days A-4 40826.51 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 22697.11 Perpetual No 1062.42 91-180 Days A-5 19944.35 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 15099.94 Perpetual Yes 629.42 91-180 Days CB-1 14164.64 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 22209.97 Perpetual Yes 632.57 <7 Days CB-2 19817.03 None Yes Liberty International Finance Ltd. Capital Markets