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 32560.10 61 - 67 Days Yes 2498.42 <7 Days CB-1 34146.87 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11502.15 61 - 67 Days No 656.36 7-30 Days CB-2 13495.90 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39991.93 61 - 67 Days No 1010.85 91-180 Days CB-3 35315.26 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39615.33 61 - 67 Days Yes 1252.71 91-180 Days E-1 37108.92 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17915.55 61 - 67 Days Yes 1645.93 91-180 Days E-2 21209.26 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22180.05 61 - 67 Days No 547.30 7-30 Days G-1 21574.32 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31282.40 61 - 67 Days Yes 1115.59 7-30 Days G-2 34431.86 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12832.04 61 - 67 Days Yes 781.94 <7 Days G-3 13472.12 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5105.94 61 - 67 Days No 494.89 7-30 Days IG-1 4957.05 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20633.22 61 - 67 Days No 945.23 7-30 Days IG-2 18505.14 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20548.24 61 - 67 Days Yes 97.02 31-90 Days S-1 19517.13 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15031.42 61 - 67 Days No 680.06 91-180 Days S-2 12855.28 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19055.64 61 - 67 Days Yes 135.47 31-90 Days S-3 16093.22 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9792.49 61 - 67 Days Yes 307.38 31-90 Days S-4 10745.75 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29238.24 61 - 67 Days Yes 1738.94 91-180 Days S-5 34882.06 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19534.43 61 - 67 Days No 916.09 <7 Days S-6 23328.78 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25055.15 61 - 67 Days Yes 544.64 91-180 Days S-7 25557.35 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19967.18 68 - 74 Days Yes 1442.89 <7 Days A-0-Q 21675.93 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26982.99 68 - 74 Days Yes 2000.21 7-30 Days A-1-Q 24665.83 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24168.69 68 - 74 Days Yes 164.13 <7 Days A-2-Q 27137.78 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34858.72 68 - 74 Days No 1888.85 7-30 Days A-3-Q 31565.42 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35112.87 68 - 74 Days Yes 2448.21 31-90 Days A-4-Q 39986.94 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6891.92 68 - 74 Days Yes 192.24 31-90 Days A-5-Q 5673.29 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12451.79 68 - 74 Days No 980.95 <7 Days CB-1-Q 13615.95 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15638.42 68 - 74 Days Yes 1482.27 91-180 Days CB-2-Q 15153.44 Partial Yes Liberty Wealth Management LLC Wholesale Lending