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 15405.03 Day 57 No 283.27 7-30 Days G-2 12944.43 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5942.15 Day 57 No 366.13 31-90 Days G-3 5031.13 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15271.36 Day 57 Yes 1381.16 <7 Days IG-1 13872.47 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4030.40 Day 57 Yes 86.06 91-180 Days IG-2 3397.77 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38453.70 Day 57 Yes 3501.96 <7 Days S-1 40903.50 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23335.36 Day 57 Yes 70.99 7-30 Days S-2 25384.61 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15209.81 Day 57 No 1321.04 31-90 Days S-3 15779.49 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28970.91 Day 57 Yes 1949.79 31-90 Days S-4 29751.73 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12080.58 Day 57 No 432.01 31-90 Days S-5 13461.91 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 765.70 Day 57 No 60.73 7-30 Days S-6 793.99 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3136.79 Day 57 No 291.97 7-30 Days S-7 2640.78 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10060.25 Day 58 No 122.70 31-90 Days A-0-Q 11777.09 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2600.99 Day 58 Yes 193.53 31-90 Days A-1-Q 2912.32 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6801.96 Day 58 No 284.11 91-180 Days A-2-Q 6108.19 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15850.84 Day 58 No 835.90 91-180 Days A-3-Q 18736.82 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11956.41 Day 58 No 1165.43 31-90 Days A-4-Q 12316.76 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29473.35 Day 58 Yes 2845.25 7-30 Days A-5-Q 24382.24 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11534.91 Day 58 Yes 894.54 7-30 Days CB-1-Q 10872.37 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24354.72 Day 58 Yes 955.00 91-180 Days CB-2-Q 21873.43 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28766.82 Day 58 No 884.25 <7 Days S-1-Q 24224.85 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43341.97 Day 58 No 319.47 31-90 Days S-2-Q 38689.75 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29503.25 Day 58 Yes 396.98 7-30 Days S-3-Q 27952.24 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43773.74 Day 58 No 2415.21 91-180 Days S-4-Q 39854.91 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39536.42 Day 58 Yes 1623.02 31-90 Days CB-3-Q 37531.57 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11078.38 Day 58 Yes 603.95 <7 Days G-1-Q 10197.47 Partial No Trading