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 1524.17 >2 Yr <= 3 Yr Yes 134.01 91-180 Days N-5 1651.29 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12547.12 >2 Yr <= 3 Yr No 47.27 <7 Days N-6 12329.32 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14756.19 >2 Yr <= 3 Yr No 1239.46 7-30 Days N-7 14752.83 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43055.92 >2 Yr <= 3 Yr Yes 1298.73 <7 Days P-1 42550.80 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10327.29 >2 Yr <= 3 Yr Yes 436.24 7-30 Days P-2 11743.80 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37856.83 >2 Yr <= 3 Yr No 637.61 31-90 Days S-8 35434.80 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20944.11 >2 Yr <= 3 Yr Yes 1186.73 <7 Days Y-1 18328.05 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25537.64 >2 Yr <= 3 Yr No 1292.93 31-90 Days Y-2 29279.57 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34961.13 >2 Yr <= 3 Yr Yes 1817.89 <7 Days Y-3 41433.17 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33491.07 >2 Yr <= 3 Yr No 2860.71 <7 Days Y-4 39236.98 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16082.96 >2 Yr <= 3 Yr Yes 1231.76 31-90 Days Z-1 16297.34 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21764.38 >2 Yr <= 3 Yr Yes 29.87 31-90 Days A-2 21338.75 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34809.58 >2 Yr <= 3 Yr No 203.42 31-90 Days A-3 34465.34 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33312.83 >2 Yr <= 3 Yr Yes 1988.65 31-90 Days A-4 39277.73 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24320.91 >2 Yr <= 3 Yr Yes 988.64 <7 Days A-5 26081.93 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28079.04 >2 Yr <= 3 Yr Yes 1475.84 7-30 Days CB-1 31605.41 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32178.05 >2 Yr <= 3 Yr Yes 841.74 7-30 Days CB-2 37990.06 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31680.00 >2 Yr <= 3 Yr Yes 1308.88 7-30 Days CB-3 28473.26 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43544.32 >2 Yr <= 3 Yr Yes 2069.17 31-90 Days E-1 48004.79 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39621.88 >2 Yr <= 3 Yr Yes 2122.52 91-180 Days E-2 46359.10 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31624.11 >2 Yr <= 3 Yr No 2777.13 31-90 Days G-1 31346.14 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24064.69 >2 Yr <= 3 Yr Yes 1679.41 7-30 Days G-2 25978.10 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 800.39 >2 Yr <= 3 Yr No 70.87 7-30 Days G-3 850.01 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9571.94 >2 Yr <= 3 Yr No 831.01 31-90 Days IG-1 9978.94 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33419.10 >2 Yr <= 3 Yr Yes 158.16 91-180 Days IG-2 37464.20 Partial No Treasury