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 5964.32 Day 60 No 555.43 <7 Days IG-5 5104.21 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17219.37 Day 60 Yes 888.33 91-180 Days IG-6 15256.51 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6108.31 Day 60 Yes 31.25 31-90 Days IG-7 5221.79 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 13808.39 Day 60 No 200.69 91-180 Days IG-8 12390.97 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17009.41 Day 60 Yes 960.09 <7 Days L-1 13899.39 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16209.22 Day 60 No 544.98 <7 Days L-10 19335.81 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24187.91 Day 60 Yes 535.97 7-30 Days L-11 22737.59 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36736.69 Day 60 Yes 615.25 <7 Days L-2 39303.43 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31874.18 Day 60 Yes 2472.57 7-30 Days L-3 29236.74 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18431.85 Day 60 Yes 880.01 7-30 Days L-4 19805.67 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21305.29 Day 60 No 579.80 <7 Days L-5 25482.36 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12971.45 Day 60 Yes 1255.17 91-180 Days L-6 14648.78 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9244.35 Day 60 No 321.20 7-30 Days L-7 7842.40 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28581.64 Day 60 Yes 661.21 31-90 Days L-8 29587.26 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 844.42 Day 60 No 51.14 7-30 Days L-9 925.68 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2391.35 Day 60 Yes 23.72 31-90 Days LC-1 1937.90 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4920.46 Day 60 Yes 268.87 7-30 Days LC-2 5516.27 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10061.42 Day 60 Yes 566.46 <7 Days N-1 8892.56 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23805.77 Day 60 Yes 112.97 91-180 Days N-2 20749.46 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18954.35 Day 60 Yes 660.05 7-30 Days N-3 18776.74 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9954.29 Day 60 Yes 210.24 31-90 Days N-4 9105.00 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21938.05 Day 60 No 2018.93 <7 Days N-5 18791.74 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31167.03 Day 60 No 1634.92 31-90 Days N-6 34822.30 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38949.24 Day 60 No 2591.84 31-90 Days N-7 38720.77 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6250.03 Day 60 Yes 273.91 <7 Days P-1 7062.27 None Yes Liberty Wealth Management LLC Wholesale Lending