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 38988.88 Day 58 No 2592.63 <7 Days Y-2 31575.07 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40927.63 Day 58 No 3638.11 <7 Days Y-3 48494.62 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8929.64 Day 58 No 120.84 91-180 Days Y-4 8578.24 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41827.14 Day 58 No 181.02 7-30 Days Z-1 42949.84 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16693.55 Day 58 Yes 880.31 31-90 Days A-2 13467.51 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26256.54 Day 58 Yes 2578.64 91-180 Days A-3 28275.35 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35515.36 Day 58 No 1991.35 91-180 Days A-4 28641.27 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5538.31 Day 58 Yes 193.82 31-90 Days A-5 5936.46 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37403.18 Day 58 Yes 2450.52 <7 Days CB-1 33481.14 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1119.58 Day 58 No 48.53 91-180 Days CB-2 1056.52 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 36659.63 Day 58 Yes 1053.69 91-180 Days CB-3 38229.55 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31219.03 Day 58 No 2513.57 <7 Days E-1 33734.11 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11744.36 Day 58 No 605.97 <7 Days E-2 11263.72 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28276.61 Day 58 Yes 2397.12 31-90 Days G-1 30065.85 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37493.51 Day 58 No 1426.20 <7 Days G-2 31180.26 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6890.15 Day 58 No 504.10 91-180 Days G-3 7200.21 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37976.74 Day 58 No 614.26 31-90 Days IG-1 37480.82 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11057.92 Day 58 Yes 293.45 7-30 Days IG-2 11941.49 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3935.91 Day 58 No 28.84 <7 Days S-1 4127.08 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30013.55 Day 58 Yes 1792.19 91-180 Days S-2 35915.44 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34088.44 Day 58 Yes 256.12 <7 Days S-3 34951.33 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21583.10 Day 58 No 716.47 <7 Days S-4 23434.02 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19746.85 Day 58 Yes 564.57 7-30 Days S-5 16358.29 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20787.65 Day 58 Yes 605.59 31-90 Days S-6 22144.05 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1491.45 Day 58 No 19.83 91-180 Days S-7 1784.85 Full No Treasury