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 31587.28 Day 55 Yes 2514.47 31-90 Days IG-2 25369.80 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21023.62 Day 55 No 242.05 7-30 Days S-1 25140.41 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42184.52 Day 55 No 189.04 <7 Days S-2 42650.32 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26444.36 Day 55 Yes 1800.69 <7 Days S-3 25092.93 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34540.39 Day 55 Yes 1522.78 <7 Days S-4 33990.74 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41348.31 Day 55 Yes 3904.49 31-90 Days S-5 48785.83 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41646.01 Day 55 Yes 3330.78 7-30 Days S-6 45429.59 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35767.48 Day 55 No 3102.48 91-180 Days S-7 30781.78 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8738.85 Day 56 Yes 631.54 7-30 Days A-0-Q 7903.95 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36478.29 Day 56 Yes 1592.42 91-180 Days A-1-Q 33386.17 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40492.47 Day 56 Yes 764.95 91-180 Days A-2-Q 33916.58 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1223.86 Day 56 Yes 31.09 <7 Days A-3-Q 1355.03 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 632.60 Day 56 Yes 27.63 <7 Days A-4-Q 639.44 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24510.19 Day 56 Yes 2058.41 <7 Days A-5-Q 27795.67 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39298.68 Day 56 No 381.97 7-30 Days CB-1-Q 46613.96 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38398.10 Day 56 No 982.03 31-90 Days CB-2-Q 42103.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3048.32 Day 56 No 10.65 31-90 Days S-1-Q 2560.40 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34211.70 Day 56 No 853.70 91-180 Days S-2-Q 36162.65 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5848.35 Day 56 No 323.31 <7 Days S-3-Q 5840.25 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42802.16 Day 56 Yes 1219.57 91-180 Days S-4-Q 42471.69 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28812.61 Day 56 No 1744.93 91-180 Days CB-3-Q 25129.33 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35509.85 Day 56 No 359.46 31-90 Days G-1-Q 35350.21 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2761.65 Day 56 No 194.97 <7 Days G-2-Q 2680.18 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8059.48 Day 56 No 623.99 7-30 Days G-3-Q 8246.73 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35633.78 Day 56 Yes 1209.65 <7 Days S-5-Q 28985.44 Full No Capital Markets