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 20158.20 >4 Yr <= 5 Yr No 156.43 31-90 Days A-4-Q 18332.12 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30369.25 >4 Yr <= 5 Yr Yes 691.15 <7 Days A-5-Q 26105.49 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23534.03 >4 Yr <= 5 Yr Yes 2109.38 31-90 Days CB-1-Q 20659.89 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28441.80 >4 Yr <= 5 Yr No 961.38 91-180 Days CB-2-Q 25449.57 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28964.56 >4 Yr <= 5 Yr Yes 1472.14 31-90 Days S-1-Q 23588.01 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33298.97 >4 Yr <= 5 Yr Yes 2657.04 91-180 Days S-2-Q 30398.70 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3785.84 >4 Yr <= 5 Yr Yes 49.83 91-180 Days S-3-Q 4356.08 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18121.53 >4 Yr <= 5 Yr No 838.15 31-90 Days S-4-Q 15596.96 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20164.01 >4 Yr <= 5 Yr Yes 1782.98 31-90 Days CB-3-Q 16215.18 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33965.86 >4 Yr <= 5 Yr No 3121.84 7-30 Days G-1-Q 37485.67 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29657.08 >4 Yr <= 5 Yr Yes 1954.83 91-180 Days G-2-Q 32360.25 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30787.15 >4 Yr <= 5 Yr Yes 1685.96 31-90 Days G-3-Q 34749.24 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19010.28 >4 Yr <= 5 Yr No 157.02 31-90 Days S-5-Q 17567.35 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31642.69 >4 Yr <= 5 Yr Yes 2578.96 91-180 Days S-6-Q 31144.14 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3752.40 >4 Yr <= 5 Yr Yes 348.00 7-30 Days S-7-Q 3043.88 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33778.27 >4 Yr <= 5 Yr No 1158.65 7-30 Days E-1-Q 38320.53 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2380.97 >4 Yr <= 5 Yr Yes 25.74 31-90 Days E-2-Q 2080.61 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9981.68 >4 Yr <= 5 Yr No 332.66 7-30 Days IG-1-Q 9740.30 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40474.95 >4 Yr <= 5 Yr No 771.26 31-90 Days IG-2-Q 39388.87 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15029.78 >4 Yr <= 5 Yr Yes 1019.64 31-90 Days C-1 14182.42 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12478.39 >4 Yr <= 5 Yr Yes 664.88 91-180 Days CB-4 14153.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14715.50 >4 Yr <= 5 Yr No 771.28 31-90 Days E-10 14220.85 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42164.41 >4 Yr <= 5 Yr Yes 2135.59 91-180 Days E-3 34435.30 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6357.99 >4 Yr <= 5 Yr Yes 490.07 7-30 Days E-4 5848.24 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26292.07 >4 Yr <= 5 Yr No 602.46 7-30 Days E-5 30958.79 Partial No Capital Markets