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 14162.55 180 - 270 Days Yes 75.23 31-90 Days CB-4 14224.45 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20314.33 180 - 270 Days Yes 671.35 <7 Days E-10 18063.22 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17891.10 180 - 270 Days No 1467.13 7-30 Days E-3 16821.72 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40876.01 180 - 270 Days No 1106.48 91-180 Days E-4 39831.76 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3106.69 180 - 270 Days Yes 143.68 31-90 Days E-5 2908.52 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42845.88 180 - 270 Days Yes 2214.03 <7 Days E-6 35034.84 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21519.78 180 - 270 Days Yes 1178.30 <7 Days E-7 17869.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31975.13 180 - 270 Days No 2752.04 91-180 Days E-8 35344.97 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 35266.51 180 - 270 Days No 2897.27 91-180 Days E-9 41523.27 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 27116.96 180 - 270 Days No 502.94 91-180 Days G-4 23037.45 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15237.10 180 - 270 Days Yes 580.44 7-30 Days IG-3 15058.92 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31668.20 180 - 270 Days No 2282.36 7-30 Days IG-4 27201.42 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11552.59 180 - 270 Days No 403.81 31-90 Days IG-5 13184.94 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31048.59 180 - 270 Days Yes 2764.12 31-90 Days IG-6 26351.91 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6099.33 180 - 270 Days No 585.29 <7 Days IG-7 5877.47 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42869.57 180 - 270 Days No 3149.04 <7 Days IG-8 45662.81 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18497.64 180 - 270 Days No 1716.00 7-30 Days L-1 20696.68 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21205.55 180 - 270 Days Yes 828.54 7-30 Days L-10 20074.23 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1527.77 180 - 270 Days No 73.79 31-90 Days L-11 1584.66 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24701.57 180 - 270 Days No 1991.13 <7 Days L-2 29112.32 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30187.46 180 - 270 Days Yes 2880.71 91-180 Days L-3 35000.72 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4391.62 180 - 270 Days No 424.82 91-180 Days L-4 3829.72 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16583.79 180 - 270 Days No 804.25 91-180 Days L-5 19891.71 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10518.30 180 - 270 Days Yes 907.73 31-90 Days L-6 9434.90 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40669.64 180 - 270 Days Yes 3891.64 91-180 Days L-7 38660.82 Partial Yes Liberty Wealth Management LLC Capital Markets