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 24678.85 121 - 150 Days Yes 1246.40 31-90 Days LC-2 21557.79 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4736.30 121 - 150 Days No 258.06 31-90 Days N-1 4840.37 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5384.50 121 - 150 Days No 384.17 31-90 Days N-2 6250.98 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1365.05 121 - 150 Days No 31.34 7-30 Days N-3 1617.56 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27704.38 121 - 150 Days No 994.94 31-90 Days N-4 22855.59 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23813.87 121 - 150 Days Yes 2031.31 7-30 Days N-5 25381.18 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7792.66 121 - 150 Days No 771.52 7-30 Days N-6 6926.62 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18245.07 121 - 150 Days Yes 1453.92 31-90 Days N-7 19245.82 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7891.17 121 - 150 Days No 622.78 91-180 Days P-1 6748.60 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32790.28 121 - 150 Days No 1900.39 7-30 Days P-2 26813.35 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43955.28 121 - 150 Days No 1680.71 7-30 Days S-8 44369.69 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38198.61 121 - 150 Days No 2867.75 7-30 Days Y-1 44846.82 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10707.82 121 - 150 Days Yes 331.45 31-90 Days Y-2 8642.67 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29511.75 121 - 150 Days No 1887.33 91-180 Days Y-3 24386.06 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34030.87 121 - 150 Days Yes 1210.44 <7 Days Y-4 35757.44 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34862.47 121 - 150 Days Yes 3369.67 31-90 Days Z-1 31152.54 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28017.77 121 - 150 Days Yes 1136.37 <7 Days A-2 22734.97 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19335.99 121 - 150 Days Yes 1286.91 7-30 Days A-3 16545.55 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16527.27 121 - 150 Days Yes 1121.56 7-30 Days A-4 19031.72 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 681.08 121 - 150 Days Yes 35.05 7-30 Days A-5 691.55 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2164.08 121 - 150 Days No 44.80 91-180 Days CB-1 1823.08 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38799.17 121 - 150 Days Yes 1528.89 7-30 Days CB-2 41812.62 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15483.55 121 - 150 Days No 798.81 7-30 Days CB-3 17326.48 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31956.09 121 - 150 Days Yes 2061.69 91-180 Days E-1 38030.03 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39317.68 121 - 150 Days No 256.98 7-30 Days E-2 35069.69 Partial Yes Liberty Wealth Management LLC Trading