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 5007.17 Day 56 Yes 352.10 31-90 Days L-11 5628.56 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41935.79 Day 56 Yes 244.33 7-30 Days L-2 47561.99 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20610.06 Day 56 Yes 790.49 <7 Days L-3 16579.44 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22025.79 Day 56 No 1971.37 31-90 Days L-4 23759.53 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8664.31 Day 56 Yes 19.71 <7 Days L-5 10138.94 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1100.09 Day 56 Yes 67.03 7-30 Days L-6 898.42 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27732.22 Day 56 Yes 982.69 91-180 Days L-7 30728.20 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42537.00 Day 56 Yes 1111.22 <7 Days L-8 44850.62 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30771.02 Day 56 Yes 1915.73 31-90 Days L-9 28003.25 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30764.93 Day 56 Yes 717.86 31-90 Days LC-1 28798.41 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22064.47 Day 56 Yes 1315.92 7-30 Days LC-2 23344.35 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24645.92 Day 56 Yes 1499.71 7-30 Days N-1 26946.80 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28528.11 Day 56 Yes 2805.17 <7 Days N-2 29821.40 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20666.33 Day 56 No 1255.83 <7 Days N-3 23997.18 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12327.38 Day 56 Yes 1223.43 <7 Days N-4 10515.55 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17483.60 Day 56 No 238.07 7-30 Days N-5 19861.66 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30810.52 Day 56 No 2745.80 7-30 Days N-6 31230.70 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31544.41 Day 56 No 1681.83 <7 Days N-7 30738.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37480.17 Day 56 No 3570.41 <7 Days P-1 31471.75 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26538.99 Day 56 No 1215.56 31-90 Days P-2 29911.75 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13618.56 Day 56 No 1257.04 31-90 Days S-8 14610.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43992.43 Day 56 Yes 190.73 91-180 Days Y-1 39818.11 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5179.82 Day 56 Yes 329.70 31-90 Days Y-2 5473.44 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5677.28 Day 56 No 274.12 31-90 Days Y-3 5028.23 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29008.62 Day 56 Yes 2426.62 <7 Days Y-4 26948.36 Partial Yes Liberty Mortgage Services Corp. Capital Markets