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 16407.72 >3 Yr <= 4 Yr No 71.72 31-90 Days A-2 15347.16 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9554.96 >3 Yr <= 4 Yr No 755.63 <7 Days A-3 11204.55 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19267.59 >3 Yr <= 4 Yr Yes 1406.25 91-180 Days A-4 16729.19 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24709.14 >3 Yr <= 4 Yr Yes 903.18 31-90 Days A-5 27316.20 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27153.17 >3 Yr <= 4 Yr Yes 646.31 7-30 Days CB-1 27668.83 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15446.80 >3 Yr <= 4 Yr No 1061.96 <7 Days CB-2 17963.60 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40105.16 >3 Yr <= 4 Yr Yes 407.67 91-180 Days CB-3 33326.44 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4125.96 >3 Yr <= 4 Yr No 139.95 <7 Days E-1 4319.56 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1540.06 >3 Yr <= 4 Yr Yes 38.40 <7 Days E-2 1512.85 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11725.98 >3 Yr <= 4 Yr Yes 502.96 91-180 Days G-1 10429.71 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18827.69 >3 Yr <= 4 Yr Yes 335.79 91-180 Days G-2 18717.62 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16442.56 >3 Yr <= 4 Yr Yes 361.92 7-30 Days G-3 18865.58 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9412.00 >3 Yr <= 4 Yr Yes 564.52 <7 Days IG-1 10569.83 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21330.61 >3 Yr <= 4 Yr No 660.13 7-30 Days IG-2 19760.95 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20810.39 >3 Yr <= 4 Yr No 723.11 <7 Days S-1 19187.25 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7258.93 >3 Yr <= 4 Yr No 116.31 31-90 Days S-2 8547.32 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38252.31 >3 Yr <= 4 Yr No 67.53 31-90 Days S-3 36691.07 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23126.47 >3 Yr <= 4 Yr Yes 1098.66 7-30 Days S-4 27207.87 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24181.70 >3 Yr <= 4 Yr Yes 925.60 <7 Days S-5 27357.11 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21426.97 >3 Yr <= 4 Yr No 144.35 91-180 Days S-6 18131.45 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37376.66 >3 Yr <= 4 Yr Yes 3680.38 91-180 Days S-7 36051.16 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33358.76 >4 Yr <= 5 Yr No 65.43 <7 Days A-0-Q 28977.47 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14828.21 >4 Yr <= 5 Yr No 330.67 <7 Days A-1-Q 16804.82 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37579.93 >4 Yr <= 5 Yr No 755.56 91-180 Days A-2-Q 37406.05 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26559.38 >4 Yr <= 5 Yr Yes 1933.72 <7 Days A-3-Q 29578.76 Partial Yes Liberty Wealth Management LLC Treasury