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 32059.57 91 - 120 Days No 592.93 91-180 Days S-5-Q 33348.70 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14567.77 91 - 120 Days Yes 218.85 91-180 Days S-6-Q 14902.43 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4106.83 91 - 120 Days No 104.00 <7 Days S-7-Q 4242.44 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6516.66 91 - 120 Days No 525.27 <7 Days E-1-Q 6858.78 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15922.27 91 - 120 Days No 1237.58 91-180 Days E-2-Q 17242.36 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12750.38 91 - 120 Days No 1175.93 7-30 Days IG-1-Q 12156.12 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35710.81 91 - 120 Days No 1610.94 31-90 Days IG-2-Q 32609.33 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22533.19 91 - 120 Days No 91.34 7-30 Days C-1 22082.42 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42251.65 91 - 120 Days Yes 1092.07 91-180 Days CB-4 49071.64 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14711.17 91 - 120 Days No 414.12 7-30 Days E-10 12018.25 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21711.62 91 - 120 Days No 123.53 31-90 Days E-3 22946.14 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6023.04 91 - 120 Days Yes 422.06 <7 Days E-4 6391.83 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31294.58 91 - 120 Days No 1518.61 31-90 Days E-5 32044.92 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4924.14 91 - 120 Days Yes 347.52 91-180 Days E-6 4064.24 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31272.81 91 - 120 Days Yes 479.85 <7 Days E-7 25081.22 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41088.35 91 - 120 Days Yes 598.35 7-30 Days E-8 46421.38 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21956.62 91 - 120 Days No 1259.48 7-30 Days E-9 24552.84 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28400.76 91 - 120 Days No 101.07 91-180 Days G-4 27296.82 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26470.70 91 - 120 Days Yes 1123.97 91-180 Days IG-3 22406.25 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 36386.77 91 - 120 Days Yes 1955.31 <7 Days IG-4 30744.63 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28722.41 91 - 120 Days No 885.84 31-90 Days IG-5 24854.59 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35591.74 91 - 120 Days Yes 103.34 <7 Days IG-6 29749.84 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14091.10 91 - 120 Days Yes 789.47 31-90 Days IG-7 16633.14 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18743.74 91 - 120 Days Yes 601.24 <7 Days IG-8 16117.49 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42249.96 91 - 120 Days Yes 2790.66 <7 Days L-1 37762.75 Partial No Trading