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 909.32 Perpetual Yes 88.94 7-30 Days E-3 904.67 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14516.95 Perpetual No 895.61 <7 Days E-4 12020.58 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17240.82 Perpetual Yes 1677.77 91-180 Days E-5 14295.61 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14346.56 Perpetual No 77.75 7-30 Days E-6 16092.33 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28162.89 Perpetual Yes 2685.33 91-180 Days E-7 31930.04 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20428.13 Perpetual Yes 772.62 91-180 Days E-8 21757.94 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18285.35 Perpetual Yes 145.47 31-90 Days E-9 21416.30 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14299.04 Perpetual Yes 1417.40 7-30 Days G-4 12656.09 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23708.91 Perpetual Yes 2097.56 <7 Days IG-3 22810.26 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25079.26 Perpetual Yes 362.08 91-180 Days IG-4 28345.95 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25467.43 Perpetual No 2125.87 91-180 Days IG-5 21740.03 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33170.27 Perpetual No 2481.58 <7 Days IG-6 38338.15 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38470.06 Perpetual Yes 1170.35 7-30 Days IG-7 35292.31 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3765.13 Perpetual No 25.68 <7 Days IG-8 4238.88 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39511.88 Perpetual No 191.03 7-30 Days L-1 37375.39 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3551.21 Perpetual No 119.74 91-180 Days L-10 3856.70 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38222.25 Perpetual No 376.13 7-30 Days L-11 35908.64 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20766.73 Perpetual Yes 1645.65 7-30 Days L-2 21818.29 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6947.93 Perpetual No 119.07 <7 Days L-3 8166.72 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4390.63 Perpetual Yes 414.30 <7 Days L-4 4724.05 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10244.82 Perpetual Yes 373.05 31-90 Days L-5 10461.47 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29290.59 Perpetual Yes 1771.55 31-90 Days L-6 29531.54 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25760.66 Perpetual No 938.50 31-90 Days L-7 24713.54 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39041.72 Perpetual No 1948.95 7-30 Days L-8 42168.85 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43736.75 Perpetual Yes 3369.90 <7 Days L-9 45137.37 Full No Wholesale Lending