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 31636.86 91 - 120 Days No 2935.78 7-30 Days Y-4 31151.67 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32338.33 91 - 120 Days Yes 2431.13 <7 Days Z-1 30786.47 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15131.16 91 - 120 Days No 779.65 7-30 Days A-2 15984.00 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27069.42 91 - 120 Days No 2484.67 7-30 Days A-3 24870.34 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8639.77 91 - 120 Days No 108.72 <7 Days A-4 8758.29 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12742.33 91 - 120 Days No 658.69 31-90 Days A-5 12086.79 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38805.10 91 - 120 Days Yes 1716.79 91-180 Days CB-1 37752.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15369.31 91 - 120 Days Yes 321.51 91-180 Days CB-2 15842.56 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5497.26 91 - 120 Days No 475.76 7-30 Days CB-3 6436.98 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25548.40 91 - 120 Days Yes 407.63 7-30 Days E-1 27272.47 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15174.46 91 - 120 Days Yes 908.93 <7 Days E-2 17666.34 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31691.81 91 - 120 Days Yes 2612.65 <7 Days G-1 29175.72 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9767.54 91 - 120 Days No 596.80 31-90 Days G-2 9809.75 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33639.13 91 - 120 Days Yes 123.90 <7 Days G-3 36980.75 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19312.66 91 - 120 Days Yes 1890.38 31-90 Days IG-1 21838.38 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5573.38 91 - 120 Days No 217.02 31-90 Days IG-2 6197.87 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19566.14 91 - 120 Days Yes 84.74 <7 Days S-1 21247.78 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 605.52 91 - 120 Days Yes 8.79 7-30 Days S-2 640.62 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16422.21 91 - 120 Days Yes 933.88 91-180 Days S-3 19656.27 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33780.57 91 - 120 Days No 3256.48 <7 Days S-4 32221.04 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25458.17 91 - 120 Days Yes 2330.70 <7 Days S-5 23013.83 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11950.25 91 - 120 Days Yes 514.65 91-180 Days S-6 10288.15 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1036.26 91 - 120 Days No 1.03 31-90 Days S-7 1006.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6805.63 121 - 150 Days Yes 448.02 31-90 Days A-0-Q 6346.27 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39064.54 121 - 150 Days No 375.88 <7 Days A-1-Q 32838.27 None No Treasury