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 25105.64 Day 57 No 2418.79 31-90 Days A-3-Q 20101.28 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36515.90 Day 57 Yes 2326.71 91-180 Days A-4-Q 37811.58 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37735.39 Day 57 Yes 856.70 7-30 Days A-5-Q 31602.37 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15028.88 Day 57 No 232.50 31-90 Days CB-1-Q 14728.89 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35226.16 Day 57 Yes 729.54 31-90 Days CB-2-Q 33806.80 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24558.19 Day 57 Yes 1380.69 31-90 Days S-1-Q 20014.66 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31247.11 Day 57 No 1524.75 <7 Days S-2-Q 36360.32 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30621.93 Day 57 Yes 1597.10 <7 Days S-3-Q 26269.22 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37485.94 Day 57 Yes 586.00 7-30 Days S-4-Q 30970.42 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6990.55 Day 57 No 564.15 7-30 Days CB-3-Q 7072.39 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8695.24 Day 57 No 250.73 7-30 Days G-1-Q 7682.83 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2400.01 Day 57 Yes 173.45 31-90 Days G-2-Q 2499.73 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30881.41 Day 57 No 701.92 7-30 Days G-3-Q 32298.87 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26671.13 Day 57 No 137.51 <7 Days S-5-Q 22857.03 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32636.98 Day 57 Yes 1298.18 7-30 Days S-6-Q 32154.11 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9170.74 Day 57 Yes 195.98 <7 Days S-7-Q 9976.01 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6667.57 Day 57 No 244.06 91-180 Days E-1-Q 7952.38 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19260.48 Day 57 Yes 1825.84 91-180 Days E-2-Q 20525.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16506.83 Day 57 No 1164.37 31-90 Days IG-1-Q 16082.20 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31024.70 Day 57 Yes 2419.82 7-30 Days IG-2-Q 33725.91 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4660.44 Day 57 Yes 276.02 31-90 Days C-1 4726.13 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34547.89 Day 57 Yes 2220.33 <7 Days CB-4 34742.97 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11998.61 Day 57 No 496.40 <7 Days E-10 10495.40 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27985.61 Day 57 Yes 25.97 <7 Days E-3 31540.27 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41533.72 Day 57 No 349.56 31-90 Days E-4 37139.73 Partial No Wholesale Lending