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 8038.95 Day 56 No 343.63 <7 Days S-6-Q 7698.95 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22973.85 Day 56 Yes 2019.32 <7 Days S-7-Q 24952.58 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15249.12 Day 56 Yes 1224.97 7-30 Days E-1-Q 15929.07 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18527.22 Day 56 No 1533.92 31-90 Days E-2-Q 16465.21 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42774.59 Day 56 No 2354.65 7-30 Days IG-1-Q 40608.91 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8787.96 Day 56 Yes 174.94 <7 Days IG-2-Q 7968.62 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42908.29 Day 56 Yes 2621.98 <7 Days C-1 35807.14 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9445.51 Day 56 No 252.61 91-180 Days CB-4 9356.43 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3372.04 Day 56 Yes 26.31 <7 Days E-10 3635.27 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42940.37 Day 56 Yes 1950.16 91-180 Days E-3 39348.75 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 592.86 Day 56 No 28.15 31-90 Days E-4 671.99 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 27818.73 Day 56 Yes 2060.09 91-180 Days E-5 23724.22 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32887.08 Day 56 No 1739.86 7-30 Days E-6 28250.57 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43462.98 Day 56 Yes 1871.13 31-90 Days E-7 35185.84 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 62.18 Day 56 Yes 5.57 7-30 Days E-8 59.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29414.33 Day 56 Yes 368.90 31-90 Days E-9 33535.98 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2719.23 Day 56 No 165.51 31-90 Days G-4 2289.90 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34343.80 Day 56 Yes 1758.95 91-180 Days IG-3 35113.27 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21338.33 Day 56 No 237.50 <7 Days IG-4 21560.77 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36421.75 Day 56 No 923.08 7-30 Days IG-5 39493.10 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38618.04 Day 56 No 415.17 <7 Days IG-6 31421.43 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40634.86 Day 56 No 3934.05 31-90 Days IG-7 43529.69 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1033.71 Day 56 No 41.22 91-180 Days IG-8 937.77 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37235.52 Day 56 No 3601.96 7-30 Days L-1 36781.40 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39058.19 Day 56 No 3873.77 31-90 Days L-10 40608.82 Full No Capital Markets