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
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3060.73 Day 55 No 226.05 91-180 Days N-4 3608.72 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34674.17 Day 55 No 450.44 7-30 Days N-5 41173.37 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4485.61 Day 55 Yes 423.24 <7 Days N-6 3627.95 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19562.22 Day 55 Yes 1706.69 91-180 Days N-7 20237.79 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2119.92 Day 55 No 81.51 31-90 Days P-1 1833.17 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16724.72 Day 55 Yes 499.97 31-90 Days P-2 17737.59 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25600.67 Day 55 No 2473.45 31-90 Days S-8 22749.38 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40934.81 Day 55 Yes 1040.94 <7 Days Y-1 39070.54 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37411.82 Day 55 Yes 3124.11 91-180 Days Y-2 31391.90 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8670.08 Day 55 Yes 54.85 91-180 Days Y-3 10127.41 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38130.06 Day 55 Yes 2995.18 31-90 Days Y-4 39832.28 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30534.78 Day 55 Yes 1474.89 7-30 Days Z-1 25153.47 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37133.02 Day 55 Yes 3543.60 91-180 Days A-2 44198.18 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21164.40 Day 55 No 1547.16 91-180 Days A-3 21765.66 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17503.19 Day 55 Yes 1479.26 7-30 Days A-4 20794.53 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17219.57 Day 55 No 1707.87 91-180 Days A-5 19651.98 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20072.53 Day 55 No 1565.58 <7 Days CB-1 18972.06 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3758.41 Day 55 Yes 233.95 <7 Days CB-2 4215.83 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2114.53 Day 55 No 211.44 <7 Days CB-3 2367.61 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 108.07 Day 55 Yes 0.26 91-180 Days E-1 92.68 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29313.80 Day 55 No 1541.07 7-30 Days E-2 25585.79 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16722.44 Day 55 No 289.48 7-30 Days G-1 19059.71 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17725.68 Day 55 Yes 490.65 91-180 Days G-2 19331.91 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7509.73 Day 55 Yes 348.32 7-30 Days G-3 7424.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3311.94 Day 55 No 40.50 31-90 Days IG-1 3908.51 Partial No Capital Markets