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 19594.26 83 - 90 Days No 893.09 7-30 Days IG-1 17330.43 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31357.26 83 - 90 Days Yes 2988.70 31-90 Days IG-2 32783.18 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18768.57 83 - 90 Days Yes 1609.07 <7 Days S-1 21297.08 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19795.14 83 - 90 Days No 778.41 91-180 Days S-2 22238.02 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33044.64 83 - 90 Days Yes 705.83 91-180 Days S-3 32514.60 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33587.97 83 - 90 Days Yes 1379.71 <7 Days S-4 35982.96 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 921.57 83 - 90 Days No 71.12 7-30 Days S-5 762.25 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27940.39 83 - 90 Days No 881.09 91-180 Days S-6 27282.83 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 761.00 83 - 90 Days No 21.03 7-30 Days S-7 800.25 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6283.83 91 - 120 Days No 195.88 7-30 Days A-0-Q 6858.82 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33189.36 91 - 120 Days No 1769.00 7-30 Days A-1-Q 27721.78 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37331.41 91 - 120 Days Yes 2016.61 91-180 Days A-2-Q 34453.16 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6437.67 91 - 120 Days No 416.69 <7 Days A-3-Q 7718.43 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7739.02 91 - 120 Days Yes 347.71 31-90 Days A-4-Q 9277.80 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24220.43 91 - 120 Days No 1323.19 31-90 Days A-5-Q 22109.07 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5150.86 91 - 120 Days No 293.12 91-180 Days CB-1-Q 5055.54 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11663.47 91 - 120 Days No 313.24 7-30 Days CB-2-Q 10123.61 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10200.38 91 - 120 Days No 651.15 31-90 Days S-1-Q 10251.12 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36697.74 91 - 120 Days Yes 1654.67 7-30 Days S-2-Q 32809.13 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12897.34 91 - 120 Days No 808.57 31-90 Days S-3-Q 10704.67 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33126.92 91 - 120 Days Yes 1051.25 7-30 Days S-4-Q 32082.29 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32260.36 91 - 120 Days Yes 195.25 7-30 Days CB-3-Q 31805.59 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35560.24 91 - 120 Days Yes 2984.47 <7 Days G-1-Q 37030.76 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6285.04 91 - 120 Days Yes 173.16 91-180 Days G-2-Q 6864.53 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34621.46 91 - 120 Days No 470.84 31-90 Days G-3-Q 32906.04 Full Yes Liberty Mortgage Services Corp. Trading