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
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 31370.28 Day 45 No 1436.26 <7 Days A-3 26326.32 None No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 910.24 Day 45 No 20.99 <7 Days A-4 987.45 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 16178.96 Day 45 Yes 73.82 91-180 Days A-5 13199.62 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 17771.45 Day 45 No 1118.35 91-180 Days CB-1 17644.52 None No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 37580.54 Day 45 Yes 2112.46 31-90 Days CB-2 34391.87 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 23736.70 Day 45 Yes 2139.53 <7 Days CB-3 24449.07 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 40997.39 Day 45 No 900.38 31-90 Days E-1 43192.97 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 26947.85 Day 45 Yes 2197.90 31-90 Days E-2 31979.76 None No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 17193.99 Day 45 No 1600.54 7-30 Days G-1 13989.42 Full No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 29064.97 Day 45 Yes 2085.24 91-180 Days G-2 34462.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 28614.25 Day 45 Yes 553.43 91-180 Days G-3 25517.14 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 38485.65 Day 45 Yes 2889.58 91-180 Days IG-1 39035.56 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 22723.15 Day 45 No 2260.63 31-90 Days IG-2 27262.80 Partial No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 27016.44 Day 45 Yes 2051.34 91-180 Days S-1 30657.99 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 17598.59 Day 45 Yes 1156.83 <7 Days S-2 18489.17 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 2804.00 Day 45 No 17.15 31-90 Days S-3 2947.36 None No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 40456.94 Day 45 Yes 119.99 <7 Days S-4 34065.20 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 33484.38 Day 45 Yes 674.06 <7 Days S-5 36475.56 None No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 23597.13 Day 45 Yes 2171.11 7-30 Days S-6 21023.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 20689.38 Day 45 Yes 937.53 7-30 Days S-7 23092.94 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 25511.36 Day 46 Yes 1792.91 91-180 Days A-0-Q 30025.45 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 25047.10 Day 46 No 1161.13 31-90 Days A-1-Q 26271.26 None No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 27061.31 Day 46 No 1354.28 7-30 Days A-2-Q 32146.93 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 28191.40 Day 46 No 1878.30 <7 Days A-3-Q 32255.35 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 141.57 Day 46 Yes 8.62 91-180 Days A-4-Q 155.14 Partial Yes Liberty Capital Markets Inc. Capital Markets