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 39957.40 Day 59 Yes 3991.26 31-90 Days E-1 37573.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2223.58 Day 59 No 110.09 <7 Days E-2 2261.52 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6504.16 Day 59 No 197.52 91-180 Days G-1 6306.90 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31866.86 Day 59 Yes 772.09 91-180 Days G-2 30034.79 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9644.38 Day 59 No 137.76 91-180 Days G-3 8186.47 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33463.58 Day 59 Yes 1565.32 91-180 Days IG-1 39015.43 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8365.18 Day 59 No 58.23 31-90 Days IG-2 9372.19 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33065.22 Day 59 No 1522.67 91-180 Days S-1 28542.39 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34746.50 Day 59 Yes 254.29 91-180 Days S-2 39426.02 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21965.68 Day 59 Yes 1785.99 31-90 Days S-3 25918.30 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11216.94 Day 59 No 270.79 91-180 Days S-4 11789.34 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14385.44 Day 59 Yes 434.91 31-90 Days S-5 12311.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41809.80 Day 59 No 1119.62 7-30 Days S-6 45699.66 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6578.41 Day 59 No 123.83 31-90 Days S-7 6279.58 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41299.50 Day 60 No 1561.24 7-30 Days A-0-Q 35919.63 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26270.32 Day 60 No 1634.12 <7 Days A-1-Q 23925.98 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15618.77 Day 60 No 449.42 91-180 Days A-2-Q 15718.88 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24722.11 Day 60 No 1840.16 <7 Days A-3-Q 24949.32 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 13264.35 Day 60 No 499.49 91-180 Days A-4-Q 11881.88 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 566.78 Day 60 No 32.78 31-90 Days A-5-Q 676.93 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 886.38 Day 60 Yes 7.98 <7 Days CB-1-Q 859.92 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21910.51 Day 60 No 318.89 91-180 Days CB-2-Q 19467.96 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 36245.61 Day 60 No 1428.08 31-90 Days S-1-Q 33923.99 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24003.02 Day 60 Yes 375.82 91-180 Days S-2-Q 25531.51 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1918.79 Day 60 Yes 90.42 31-90 Days S-3-Q 1704.43 Full No Trading