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 Yes 30509.78 75 - 82 Days Yes 2615.67 91-180 Days A-3 29556.14 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24728.23 75 - 82 Days Yes 2320.35 91-180 Days A-4 29125.40 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38370.75 75 - 82 Days No 2384.11 31-90 Days A-5 40886.81 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 13817.87 75 - 82 Days Yes 55.82 <7 Days CB-1 11521.66 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18825.97 75 - 82 Days No 769.96 91-180 Days CB-2 16938.25 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9465.37 75 - 82 Days Yes 476.00 91-180 Days CB-3 8736.23 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26657.50 75 - 82 Days Yes 1530.80 7-30 Days E-1 29538.93 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33025.85 75 - 82 Days Yes 2447.88 31-90 Days E-2 27548.12 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7639.46 75 - 82 Days No 703.27 91-180 Days G-1 7830.88 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25527.33 75 - 82 Days Yes 1906.23 7-30 Days G-2 21857.09 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42741.88 75 - 82 Days Yes 2837.00 <7 Days G-3 50694.70 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40376.95 75 - 82 Days No 303.95 <7 Days IG-1 45169.00 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29619.32 75 - 82 Days Yes 758.27 7-30 Days IG-2 31276.59 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35644.67 75 - 82 Days No 2285.02 91-180 Days S-1 34130.59 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10446.51 75 - 82 Days Yes 322.73 <7 Days S-2 9525.80 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18734.24 75 - 82 Days Yes 789.06 31-90 Days S-3 20492.48 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29255.60 75 - 82 Days No 1365.30 91-180 Days S-4 24887.90 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29038.08 75 - 82 Days Yes 961.15 7-30 Days S-5 27790.17 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12683.39 75 - 82 Days Yes 156.12 31-90 Days S-6 10305.34 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35774.88 75 - 82 Days Yes 1688.55 7-30 Days S-7 29647.09 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24405.96 83 - 90 Days No 567.17 31-90 Days A-0-Q 26188.94 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31340.47 83 - 90 Days Yes 2661.67 31-90 Days A-1-Q 33663.42 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28921.40 83 - 90 Days No 1976.48 <7 Days A-2-Q 27853.24 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14738.73 83 - 90 Days No 1455.30 31-90 Days A-3-Q 16124.39 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25308.77 83 - 90 Days No 1652.34 <7 Days A-4-Q 26353.07 Partial No Wholesale Lending