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 28208.91 271 - 364 Days No 391.79 <7 Days P-1 23628.62 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16189.61 271 - 364 Days No 824.33 91-180 Days P-2 13708.07 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43883.02 271 - 364 Days No 1328.67 7-30 Days S-8 48848.11 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35120.90 271 - 364 Days No 1616.29 7-30 Days Y-1 32293.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18373.43 271 - 364 Days Yes 804.20 <7 Days Y-2 16219.79 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15643.36 271 - 364 Days Yes 1476.42 <7 Days Y-3 14321.51 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33739.57 271 - 364 Days No 1264.66 <7 Days Y-4 28359.25 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25136.81 271 - 364 Days No 2341.26 31-90 Days Z-1 21927.80 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29231.06 271 - 364 Days No 1255.17 91-180 Days A-2 26842.12 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43998.50 271 - 364 Days Yes 1238.22 <7 Days A-3 47797.71 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14184.76 271 - 364 Days Yes 280.14 31-90 Days A-4 12910.13 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5612.85 271 - 364 Days No 276.64 7-30 Days A-5 5678.48 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5733.63 271 - 364 Days Yes 346.13 <7 Days CB-1 5152.33 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21614.30 271 - 364 Days No 1528.76 91-180 Days CB-2 22057.71 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34080.99 271 - 364 Days Yes 2930.68 31-90 Days CB-3 35968.51 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27026.11 271 - 364 Days No 1757.48 7-30 Days E-1 26295.46 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42712.10 271 - 364 Days Yes 1920.64 91-180 Days E-2 44090.74 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7118.97 271 - 364 Days Yes 313.89 <7 Days G-1 6165.41 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40671.68 271 - 364 Days Yes 2572.29 91-180 Days G-2 33194.25 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18163.34 271 - 364 Days Yes 124.57 <7 Days G-3 20219.32 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18674.42 271 - 364 Days No 170.61 7-30 Days IG-1 19395.17 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17708.44 271 - 364 Days No 609.49 <7 Days IG-2 16865.89 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35188.51 271 - 364 Days No 2025.53 7-30 Days S-1 35656.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43470.87 271 - 364 Days Yes 2680.63 91-180 Days S-2 35046.61 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17289.68 271 - 364 Days Yes 915.39 <7 Days S-3 16643.04 None Yes Liberty International Finance Ltd. Treasury