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 21201.44 83 - 90 Days No 2032.25 31-90 Days N-3 25362.68 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16833.67 83 - 90 Days No 32.53 7-30 Days N-4 13615.69 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10511.31 83 - 90 Days No 577.09 <7 Days N-5 11225.14 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6812.19 83 - 90 Days No 101.55 <7 Days N-6 6285.01 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40663.83 83 - 90 Days No 864.62 <7 Days N-7 34581.48 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4180.45 83 - 90 Days Yes 334.40 31-90 Days P-1 4923.17 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4561.50 83 - 90 Days No 35.12 91-180 Days P-2 4797.54 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9296.69 83 - 90 Days Yes 376.48 31-90 Days S-8 9421.11 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 44081.92 83 - 90 Days No 1651.23 91-180 Days Y-1 52256.63 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3560.42 83 - 90 Days No 145.05 <7 Days Y-2 4218.77 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18808.16 83 - 90 Days No 1121.06 91-180 Days Y-3 18514.94 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 686.60 83 - 90 Days No 53.60 91-180 Days Y-4 744.79 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34221.66 83 - 90 Days Yes 2771.10 91-180 Days Z-1 35144.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20631.73 83 - 90 Days No 1292.03 7-30 Days A-2 19521.67 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23080.45 83 - 90 Days No 1494.24 31-90 Days A-3 23166.82 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10118.25 83 - 90 Days Yes 222.32 <7 Days A-4 10299.13 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34228.79 83 - 90 Days Yes 1801.16 91-180 Days A-5 27836.69 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20178.36 83 - 90 Days Yes 696.52 91-180 Days CB-1 16189.25 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 89.19 83 - 90 Days Yes 5.39 31-90 Days CB-2 90.12 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 543.86 83 - 90 Days Yes 15.91 7-30 Days CB-3 609.67 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12785.90 83 - 90 Days Yes 1225.75 91-180 Days E-1 13712.02 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4283.83 83 - 90 Days No 165.57 7-30 Days E-2 4124.84 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11494.94 83 - 90 Days No 362.48 91-180 Days G-1 11443.18 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 555.84 83 - 90 Days Yes 24.02 91-180 Days G-2 638.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17255.93 83 - 90 Days Yes 858.47 91-180 Days G-3 15591.54 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending