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 39620.54 >= 1 Yr <= 2 Yr No 3684.30 <7 Days L-5 44185.23 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5679.51 >= 1 Yr <= 2 Yr No 20.05 91-180 Days L-6 6737.10 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23042.62 >= 1 Yr <= 2 Yr No 1211.73 31-90 Days L-7 24101.15 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12037.93 >= 1 Yr <= 2 Yr No 386.97 7-30 Days L-8 9966.93 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25352.28 >= 1 Yr <= 2 Yr Yes 1740.71 <7 Days L-9 26130.10 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32043.75 >= 1 Yr <= 2 Yr Yes 1020.95 7-30 Days LC-1 33243.79 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21008.41 >= 1 Yr <= 2 Yr No 449.75 <7 Days LC-2 17359.44 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37207.14 >= 1 Yr <= 2 Yr No 467.31 31-90 Days N-1 30724.85 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7819.89 >= 1 Yr <= 2 Yr No 651.09 91-180 Days N-2 8730.31 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37640.28 >= 1 Yr <= 2 Yr No 689.30 7-30 Days N-3 42780.09 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40537.85 >= 1 Yr <= 2 Yr Yes 643.93 91-180 Days N-4 43915.96 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31146.87 >= 1 Yr <= 2 Yr No 2947.96 7-30 Days N-5 29747.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15910.64 >= 1 Yr <= 2 Yr No 1155.16 31-90 Days N-6 16899.21 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26986.83 >= 1 Yr <= 2 Yr Yes 1123.59 <7 Days N-7 22128.70 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1802.14 >= 1 Yr <= 2 Yr Yes 44.50 31-90 Days P-1 1809.91 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32077.80 >= 1 Yr <= 2 Yr Yes 705.70 91-180 Days P-2 27744.50 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22321.49 >= 1 Yr <= 2 Yr Yes 1857.81 <7 Days S-8 25988.01 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5342.96 >= 1 Yr <= 2 Yr Yes 387.67 <7 Days Y-1 5369.37 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17197.73 >= 1 Yr <= 2 Yr Yes 992.15 91-180 Days Y-2 15083.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6750.65 >= 1 Yr <= 2 Yr Yes 581.28 <7 Days Y-3 7591.47 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8549.93 >= 1 Yr <= 2 Yr No 26.03 <7 Days Y-4 9119.02 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24084.72 >= 1 Yr <= 2 Yr No 1817.05 31-90 Days Z-1 22903.64 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23483.64 >= 1 Yr <= 2 Yr No 841.54 91-180 Days A-2 21997.98 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23396.01 >= 1 Yr <= 2 Yr Yes 1974.88 <7 Days A-3 25506.75 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15044.65 >= 1 Yr <= 2 Yr Yes 258.47 7-30 Days A-4 12359.81 Partial No Trading