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 Yes 19667.66 151 - 179 Days Yes 1369.93 7-30 Days Y-1 23261.21 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39631.02 151 - 179 Days No 2604.95 <7 Days Y-2 33513.86 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7101.16 151 - 179 Days No 186.16 <7 Days Y-3 7465.07 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11264.29 151 - 179 Days No 923.74 7-30 Days Y-4 10005.71 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19422.35 151 - 179 Days Yes 1775.69 7-30 Days Z-1 16172.44 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5339.51 151 - 179 Days Yes 408.54 <7 Days A-2 5267.98 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34747.15 151 - 179 Days No 709.51 <7 Days A-3 37295.40 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26065.67 151 - 179 Days Yes 2416.29 <7 Days A-4 23260.16 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31408.74 151 - 179 Days Yes 883.80 91-180 Days A-5 35977.83 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14366.90 151 - 179 Days No 972.80 91-180 Days CB-1 16833.39 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39790.24 151 - 179 Days Yes 1940.17 91-180 Days CB-2 38756.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14433.04 151 - 179 Days No 946.66 <7 Days CB-3 16833.84 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26586.10 151 - 179 Days No 2508.96 7-30 Days E-1 23372.38 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15554.76 151 - 179 Days Yes 1332.50 31-90 Days E-2 13098.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3801.73 151 - 179 Days No 164.37 31-90 Days G-1 4447.27 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19369.28 151 - 179 Days No 320.93 <7 Days G-2 15630.02 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3195.58 151 - 179 Days Yes 233.76 7-30 Days G-3 3068.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6526.94 151 - 179 Days No 201.30 91-180 Days IG-1 6337.95 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 773.34 151 - 179 Days No 67.57 <7 Days IG-2 766.49 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30782.66 151 - 179 Days No 2234.66 91-180 Days S-1 26750.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20579.79 151 - 179 Days Yes 831.57 91-180 Days S-2 17733.86 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28716.85 151 - 179 Days No 1288.18 91-180 Days S-3 30488.91 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35251.80 151 - 179 Days No 1753.30 7-30 Days S-4 37857.22 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5551.30 151 - 179 Days Yes 504.24 <7 Days S-5 4860.98 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9376.57 151 - 179 Days No 754.68 91-180 Days S-6 9929.17 Partial No Wholesale Lending