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 33885.48 121 - 150 Days No 3154.45 91-180 Days A-2-Q 32152.57 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23557.42 121 - 150 Days Yes 87.27 7-30 Days A-3-Q 26005.25 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24133.59 121 - 150 Days Yes 2342.98 7-30 Days A-4-Q 19495.83 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33066.77 121 - 150 Days No 3116.25 31-90 Days A-5-Q 26517.83 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40069.79 121 - 150 Days Yes 3876.37 91-180 Days CB-1-Q 47805.49 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16297.13 121 - 150 Days Yes 429.14 7-30 Days CB-2-Q 18416.34 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31417.75 121 - 150 Days No 1548.41 7-30 Days S-1-Q 29629.21 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7807.14 121 - 150 Days No 439.21 <7 Days S-2-Q 7965.30 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24789.27 121 - 150 Days No 2206.85 7-30 Days S-3-Q 24385.64 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30262.83 121 - 150 Days Yes 2847.24 91-180 Days S-4-Q 33411.12 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39271.37 121 - 150 Days No 1158.04 91-180 Days CB-3-Q 45551.06 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 290.45 121 - 150 Days Yes 7.87 7-30 Days G-1-Q 258.28 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 13656.53 121 - 150 Days No 380.96 <7 Days G-2-Q 15519.51 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15339.38 121 - 150 Days Yes 1453.04 31-90 Days G-3-Q 13392.49 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3342.46 121 - 150 Days Yes 272.24 <7 Days S-5-Q 2891.16 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 128.82 121 - 150 Days Yes 7.23 7-30 Days S-6-Q 116.68 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6312.41 121 - 150 Days No 514.30 91-180 Days S-7-Q 5840.68 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15231.35 121 - 150 Days Yes 37.63 <7 Days E-1-Q 15768.70 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3624.14 121 - 150 Days No 197.43 91-180 Days E-2-Q 3150.64 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23822.00 121 - 150 Days Yes 380.85 31-90 Days IG-1-Q 19851.41 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1930.12 121 - 150 Days Yes 132.75 91-180 Days IG-2-Q 2063.32 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 13533.90 121 - 150 Days No 101.16 <7 Days C-1 14409.98 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29297.25 121 - 150 Days Yes 555.36 91-180 Days CB-4 34673.99 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21891.96 121 - 150 Days No 378.74 <7 Days E-10 18934.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5882.46 121 - 150 Days Yes 447.60 7-30 Days E-3 5997.91 Full No Wholesale Lending