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 36366.07 75 - 82 Days Yes 3381.18 31-90 Days L-3 30702.47 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41523.37 75 - 82 Days Yes 658.69 7-30 Days L-4 36885.30 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8183.19 75 - 82 Days Yes 803.33 <7 Days L-5 9459.52 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2432.09 75 - 82 Days Yes 9.15 91-180 Days L-6 2060.54 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2474.23 75 - 82 Days No 42.33 <7 Days L-7 2749.47 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38894.56 75 - 82 Days Yes 3242.61 31-90 Days L-8 42947.75 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42504.35 75 - 82 Days Yes 1015.49 7-30 Days L-9 47438.79 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23793.70 75 - 82 Days No 122.85 <7 Days LC-1 28434.38 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3956.63 75 - 82 Days Yes 25.06 <7 Days LC-2 4097.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3456.42 75 - 82 Days No 101.41 <7 Days N-1 3867.82 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19255.49 75 - 82 Days No 1288.35 91-180 Days N-2 21511.70 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42714.89 75 - 82 Days Yes 2800.60 <7 Days N-3 39760.37 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30051.23 75 - 82 Days Yes 2739.77 <7 Days N-4 26747.16 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30705.17 75 - 82 Days Yes 2605.01 <7 Days N-5 29068.38 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1367.04 75 - 82 Days Yes 5.39 91-180 Days N-6 1365.60 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42663.65 75 - 82 Days No 1256.92 <7 Days N-7 38441.62 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14972.47 75 - 82 Days Yes 0.84 91-180 Days P-1 15302.48 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24541.11 75 - 82 Days No 726.21 <7 Days P-2 21152.96 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8969.49 75 - 82 Days No 337.65 7-30 Days S-8 7652.55 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7256.36 75 - 82 Days Yes 421.62 <7 Days Y-1 7770.76 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42451.56 75 - 82 Days Yes 2517.65 31-90 Days Y-2 46104.90 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4920.21 75 - 82 Days No 392.54 31-90 Days Y-3 4840.40 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12460.61 75 - 82 Days Yes 468.88 31-90 Days Y-4 12265.22 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 44098.71 75 - 82 Days Yes 2736.37 31-90 Days Z-1 40875.93 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17784.09 75 - 82 Days Yes 1290.85 31-90 Days A-2 20686.47 None No Trading