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 34770.95 Day 60 No 2477.21 7-30 Days S-5 38807.47 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6240.05 Day 60 Yes 113.03 7-30 Days S-6 5141.66 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11790.63 Day 60 No 433.57 31-90 Days S-7 10945.12 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38470.01 61 - 67 Days No 3231.91 91-180 Days A-0-Q 32376.89 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11287.73 61 - 67 Days No 274.30 7-30 Days A-1-Q 10403.18 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32103.96 61 - 67 Days No 2176.85 7-30 Days A-2-Q 27728.39 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 641.33 61 - 67 Days No 62.14 91-180 Days A-3-Q 747.05 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10092.59 61 - 67 Days Yes 61.37 7-30 Days A-4-Q 11861.01 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14289.26 61 - 67 Days No 1310.46 <7 Days A-5-Q 14416.73 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16542.33 61 - 67 Days No 438.89 91-180 Days CB-1-Q 14108.42 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25796.74 61 - 67 Days Yes 106.32 91-180 Days CB-2-Q 27752.17 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32452.30 61 - 67 Days No 1097.06 31-90 Days S-1-Q 34139.79 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21596.02 61 - 67 Days No 951.39 <7 Days S-2-Q 18333.49 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33321.70 61 - 67 Days Yes 233.76 91-180 Days S-3-Q 34431.07 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18425.49 61 - 67 Days Yes 625.22 <7 Days S-4-Q 19552.33 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25329.08 61 - 67 Days No 1469.31 <7 Days CB-3-Q 24464.25 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29808.61 61 - 67 Days No 2240.41 91-180 Days G-1-Q 29931.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34442.49 61 - 67 Days Yes 432.41 7-30 Days G-2-Q 29374.70 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10179.78 61 - 67 Days No 814.75 31-90 Days G-3-Q 9547.87 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10058.80 61 - 67 Days No 837.77 91-180 Days S-5-Q 11615.56 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41350.77 61 - 67 Days No 801.65 31-90 Days S-6-Q 38018.16 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43813.64 61 - 67 Days No 2746.82 31-90 Days S-7-Q 35919.30 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43397.70 61 - 67 Days No 2925.15 <7 Days E-1-Q 43419.31 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25610.90 61 - 67 Days No 823.53 91-180 Days E-2-Q 22773.21 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14922.82 61 - 67 Days No 1054.54 <7 Days IG-1-Q 13287.06 Full No Investment Banking