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 12795.65 Day 60 No 147.69 31-90 Days P-2 11126.51 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28512.56 Day 60 No 1768.63 7-30 Days S-8 23425.89 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24551.56 Day 60 Yes 2305.82 <7 Days Y-1 20414.12 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19669.63 Day 60 Yes 708.31 7-30 Days Y-2 23067.56 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2617.55 Day 60 No 26.62 31-90 Days Y-3 2386.86 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2652.46 Day 60 No 0.98 <7 Days Y-4 2393.79 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24814.55 Day 60 No 1965.33 91-180 Days Z-1 20839.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16281.35 Day 60 Yes 1094.20 <7 Days A-2 15720.02 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24940.48 Day 60 No 2100.68 7-30 Days A-3 22938.58 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15874.76 Day 60 No 820.69 31-90 Days A-4 15922.24 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38875.73 Day 60 No 395.59 31-90 Days A-5 32016.38 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28835.88 Day 60 No 2313.89 <7 Days CB-1 23780.95 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5848.11 Day 60 Yes 307.71 7-30 Days CB-2 5392.96 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29560.64 Day 60 Yes 50.75 31-90 Days CB-3 27855.30 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34250.86 Day 60 No 2268.61 7-30 Days E-1 39946.78 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19482.76 Day 60 Yes 271.81 7-30 Days E-2 21382.72 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7769.99 Day 60 No 366.73 7-30 Days G-1 8099.66 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14659.32 Day 60 No 788.11 31-90 Days G-2 16149.94 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7646.75 Day 60 No 119.14 7-30 Days G-3 8246.76 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22659.65 Day 60 Yes 1598.84 31-90 Days IG-1 26153.38 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25425.97 Day 60 No 2274.02 31-90 Days IG-2 24616.19 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23724.02 Day 60 No 735.76 31-90 Days S-1 27972.59 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14251.33 Day 60 No 318.93 7-30 Days S-2 16270.72 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12156.27 Day 60 No 561.13 7-30 Days S-3 12613.12 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19789.15 Day 60 No 33.39 <7 Days S-4 18118.61 None No Wholesale Lending