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 43170.35 >3 Yr <= 4 Yr No 3477.68 7-30 Days S-7-Q 40762.84 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40224.95 >3 Yr <= 4 Yr Yes 3203.67 91-180 Days E-1-Q 44854.00 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42011.31 >3 Yr <= 4 Yr Yes 1011.12 31-90 Days E-2-Q 34932.12 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26359.43 >3 Yr <= 4 Yr No 1018.61 7-30 Days IG-1-Q 29450.84 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26690.79 >3 Yr <= 4 Yr No 703.94 7-30 Days IG-2-Q 29136.04 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22870.80 >3 Yr <= 4 Yr No 648.24 7-30 Days C-1 23810.41 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29759.27 >3 Yr <= 4 Yr Yes 2521.99 <7 Days CB-4 32253.97 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1868.24 >3 Yr <= 4 Yr Yes 140.53 31-90 Days E-10 2000.07 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5652.34 >3 Yr <= 4 Yr Yes 2.07 31-90 Days E-3 6747.17 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2716.42 >3 Yr <= 4 Yr Yes 20.24 <7 Days E-4 2415.12 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41221.54 >3 Yr <= 4 Yr No 3093.78 7-30 Days E-5 39341.47 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6542.41 >3 Yr <= 4 Yr Yes 190.36 <7 Days E-6 5496.72 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37323.89 >3 Yr <= 4 Yr Yes 3624.10 31-90 Days E-7 34436.24 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9697.63 >3 Yr <= 4 Yr Yes 626.01 7-30 Days E-8 8564.23 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18185.42 >3 Yr <= 4 Yr No 298.51 31-90 Days E-9 16117.07 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37254.56 >3 Yr <= 4 Yr No 562.80 31-90 Days G-4 40714.09 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3384.97 >3 Yr <= 4 Yr Yes 309.17 91-180 Days IG-3 3429.63 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42057.60 >3 Yr <= 4 Yr No 487.10 91-180 Days IG-4 44806.45 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43839.66 >3 Yr <= 4 Yr No 1761.85 91-180 Days IG-5 49031.72 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7772.58 >3 Yr <= 4 Yr No 579.96 31-90 Days IG-6 7156.89 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38158.21 >3 Yr <= 4 Yr Yes 2713.02 31-90 Days IG-7 38329.71 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20516.59 >3 Yr <= 4 Yr No 1770.95 31-90 Days IG-8 22167.90 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23241.56 >3 Yr <= 4 Yr No 909.12 91-180 Days L-1 23787.77 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15914.63 >3 Yr <= 4 Yr No 301.58 31-90 Days L-10 13027.50 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11391.95 >3 Yr <= 4 Yr Yes 1063.12 31-90 Days L-11 11659.73 Partial No Investment Banking