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 24841.37 >= 1 Yr <= 2 Yr No 373.81 <7 Days IG-1-Q 29548.63 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41520.06 >= 1 Yr <= 2 Yr No 927.53 31-90 Days IG-2-Q 49466.76 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30571.81 >= 1 Yr <= 2 Yr No 871.11 91-180 Days C-1 25572.48 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15286.25 >= 1 Yr <= 2 Yr Yes 965.94 <7 Days CB-4 16646.43 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32777.05 >= 1 Yr <= 2 Yr No 16.29 91-180 Days E-10 27011.23 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24445.19 >= 1 Yr <= 2 Yr No 1500.24 <7 Days E-3 25872.74 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10578.02 >= 1 Yr <= 2 Yr No 335.76 91-180 Days E-4 12272.00 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1160.14 >= 1 Yr <= 2 Yr No 13.45 91-180 Days E-5 1209.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5735.34 >= 1 Yr <= 2 Yr Yes 309.71 91-180 Days E-6 6784.33 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16403.89 >= 1 Yr <= 2 Yr Yes 1212.93 91-180 Days E-7 18893.46 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29004.74 >= 1 Yr <= 2 Yr No 245.87 31-90 Days E-8 34154.80 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30241.61 >= 1 Yr <= 2 Yr No 418.33 91-180 Days E-9 34092.40 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30581.00 >= 1 Yr <= 2 Yr Yes 2799.74 <7 Days G-4 26362.59 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1484.82 >= 1 Yr <= 2 Yr Yes 120.69 <7 Days IG-3 1286.43 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 36917.80 >= 1 Yr <= 2 Yr No 1975.54 91-180 Days IG-4 40959.85 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10308.57 >= 1 Yr <= 2 Yr No 352.02 91-180 Days IG-5 11931.75 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9196.03 >= 1 Yr <= 2 Yr Yes 484.21 31-90 Days IG-6 10142.89 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5704.55 >= 1 Yr <= 2 Yr Yes 466.74 7-30 Days IG-7 5434.77 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39549.10 >= 1 Yr <= 2 Yr No 40.26 7-30 Days IG-8 36789.71 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 41557.20 >= 1 Yr <= 2 Yr Yes 353.43 91-180 Days L-1 40324.77 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35523.51 >= 1 Yr <= 2 Yr No 1021.28 <7 Days L-10 35198.49 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1147.83 >= 1 Yr <= 2 Yr No 47.49 31-90 Days L-11 1012.00 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27212.05 >= 1 Yr <= 2 Yr Yes 647.07 91-180 Days L-2 29638.93 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4192.45 >= 1 Yr <= 2 Yr No 355.84 7-30 Days L-3 3976.26 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 27223.56 >= 1 Yr <= 2 Yr No 2539.75 31-90 Days L-4 23306.99 Full No Investment Banking