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 2178.18 Perpetual Yes 186.02 91-180 Days LC-1 2541.14 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42607.64 Perpetual No 1428.06 7-30 Days LC-2 40103.34 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4564.62 Perpetual Yes 166.92 91-180 Days N-1 4687.51 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43833.36 Perpetual Yes 3147.50 31-90 Days N-2 42431.13 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26091.70 Perpetual No 1364.17 91-180 Days N-3 25767.61 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 420.84 Perpetual No 1.72 91-180 Days N-4 397.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29306.34 Perpetual No 2028.27 <7 Days N-5 31882.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25776.51 Perpetual No 855.54 7-30 Days N-6 27268.45 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24999.65 Perpetual Yes 973.75 <7 Days N-7 27180.97 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35901.56 Perpetual Yes 2385.47 31-90 Days P-1 31241.83 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6408.18 Perpetual Yes 609.14 31-90 Days P-2 6903.14 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4438.65 Perpetual Yes 377.54 91-180 Days S-8 3729.65 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43567.67 Perpetual Yes 1879.88 7-30 Days Y-1 39665.67 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43916.30 Perpetual Yes 2408.64 31-90 Days Y-2 51481.43 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20823.97 Perpetual Yes 1412.09 31-90 Days Y-3 19242.49 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25342.32 Perpetual Yes 1506.17 91-180 Days Y-4 22440.32 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2861.18 Perpetual No 195.59 <7 Days Z-1 3001.13 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32529.59 Perpetual Yes 29.56 <7 Days A-2 31628.53 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38708.81 Perpetual No 1790.36 31-90 Days A-3 45656.49 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7269.83 Perpetual Yes 524.33 7-30 Days A-4 6936.31 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21623.17 Perpetual No 1296.70 91-180 Days A-5 21270.63 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 948.50 Perpetual No 20.36 <7 Days CB-1 877.33 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 120.57 Perpetual Yes 8.19 31-90 Days CB-2 110.60 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17851.26 Perpetual Yes 1410.34 91-180 Days CB-3 19968.86 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32089.04 Perpetual Yes 2508.24 7-30 Days E-1 30943.80 Partial No Capital Markets