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 11120.89 Day 60 No 84.83 7-30 Days S-4-Q 12495.99 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4264.97 Day 60 No 49.56 91-180 Days CB-3-Q 4192.97 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3601.13 Day 60 No 268.42 7-30 Days G-1-Q 3241.70 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12497.49 Day 60 No 198.64 7-30 Days G-2-Q 12933.66 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23842.12 Day 60 Yes 2167.77 7-30 Days G-3-Q 22605.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26861.05 Day 60 Yes 507.64 7-30 Days S-5-Q 27900.26 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15170.67 Day 60 No 1176.35 31-90 Days S-6-Q 17764.10 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8604.85 Day 60 No 61.80 91-180 Days S-7-Q 7158.02 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39560.60 Day 60 Yes 3045.02 91-180 Days E-1-Q 46686.41 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15339.28 Day 60 No 1011.53 31-90 Days E-2-Q 17430.71 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36571.85 Day 60 Yes 2624.23 <7 Days IG-1-Q 31307.50 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11405.93 Day 60 No 185.99 7-30 Days IG-2-Q 11595.53 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22228.58 Day 60 Yes 576.20 <7 Days C-1 25775.46 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5096.89 Day 60 Yes 193.43 7-30 Days CB-4 5176.67 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28118.55 Day 60 No 553.79 <7 Days E-10 29956.73 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15468.49 Day 60 No 914.29 31-90 Days E-3 13355.79 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31768.59 Day 60 No 1552.67 7-30 Days E-4 32169.07 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20412.52 Day 60 No 1357.45 91-180 Days E-5 17734.44 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26434.81 Day 60 Yes 2501.53 91-180 Days E-6 30804.15 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33975.10 Day 60 Yes 2187.03 91-180 Days E-7 32577.31 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22434.76 Day 60 No 249.38 7-30 Days E-8 23749.54 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17736.89 Day 60 No 954.03 31-90 Days E-9 15353.51 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23934.10 Day 60 No 379.06 91-180 Days G-4 26865.23 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23509.83 Day 60 Yes 274.42 91-180 Days IG-3 26064.56 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11193.66 Day 60 No 227.59 <7 Days IG-4 10765.75 Full No Investment Banking