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 798.38 180 - 270 Days Yes 52.65 91-180 Days CB-3 752.39 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39906.63 180 - 270 Days No 1815.19 <7 Days E-1 40502.68 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31117.74 180 - 270 Days Yes 788.35 7-30 Days E-2 33704.84 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41951.77 180 - 270 Days No 3699.53 7-30 Days G-1 37858.96 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14732.87 180 - 270 Days Yes 777.82 31-90 Days G-2 12397.97 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40991.91 180 - 270 Days Yes 1747.91 <7 Days G-3 42494.96 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16693.71 180 - 270 Days No 673.94 7-30 Days IG-1 17010.39 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2627.60 180 - 270 Days No 116.11 31-90 Days IG-2 2495.27 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11902.55 180 - 270 Days No 270.84 91-180 Days S-1 12186.18 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14375.90 180 - 270 Days Yes 1107.73 91-180 Days S-2 16545.56 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31072.45 180 - 270 Days Yes 3.80 91-180 Days S-3 34786.72 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41956.69 180 - 270 Days Yes 1460.82 91-180 Days S-4 35399.42 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16444.00 180 - 270 Days No 567.61 7-30 Days S-5 16356.05 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29252.79 180 - 270 Days Yes 2338.57 <7 Days S-6 31041.14 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36942.56 180 - 270 Days Yes 3164.95 7-30 Days S-7 35268.71 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15830.40 271 - 364 Days Yes 712.87 31-90 Days A-0-Q 17750.95 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17263.63 271 - 364 Days Yes 47.92 <7 Days A-1-Q 19581.29 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35958.84 271 - 364 Days No 1954.60 31-90 Days A-2-Q 42636.55 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6916.33 271 - 364 Days Yes 423.81 7-30 Days A-3-Q 8193.57 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12715.54 271 - 364 Days No 349.02 <7 Days A-4-Q 12668.12 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28279.07 271 - 364 Days Yes 2417.63 <7 Days A-5-Q 25647.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34304.52 271 - 364 Days Yes 2201.94 7-30 Days CB-1-Q 33750.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31060.77 271 - 364 Days No 1389.64 <7 Days CB-2-Q 31078.95 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2555.55 271 - 364 Days Yes 234.35 91-180 Days S-1-Q 2570.58 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25949.69 271 - 364 Days Yes 652.46 7-30 Days S-2-Q 27800.60 None No Treasury