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 5075.44 >5 Yr Yes 224.08 91-180 Days L-1 4787.20 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28763.44 >5 Yr No 2121.01 91-180 Days L-10 29954.21 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30702.97 >5 Yr No 660.41 7-30 Days L-11 33953.49 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37448.70 >5 Yr Yes 2581.85 91-180 Days L-2 30474.66 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6538.86 >5 Yr Yes 455.59 <7 Days L-3 6191.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 23028.56 >5 Yr No 1346.70 7-30 Days L-4 26738.94 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34449.25 >5 Yr No 350.74 7-30 Days L-5 31901.17 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8359.47 >5 Yr No 584.19 31-90 Days L-6 7084.01 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26014.92 >5 Yr Yes 1351.33 31-90 Days L-7 27435.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 30283.37 >5 Yr Yes 2460.70 31-90 Days L-8 28504.96 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 18540.14 >5 Yr Yes 1057.33 <7 Days L-9 20512.93 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40165.64 >5 Yr No 2491.50 <7 Days LC-1 37009.04 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15809.14 >5 Yr No 806.28 91-180 Days LC-2 18841.81 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 39945.12 >5 Yr No 1943.73 31-90 Days N-1 36564.02 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31837.89 >5 Yr No 2856.12 31-90 Days N-2 27384.21 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34912.45 >5 Yr Yes 253.66 31-90 Days N-3 41076.34 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35361.53 >5 Yr No 2070.20 7-30 Days N-4 29659.34 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 36620.95 >5 Yr Yes 992.60 91-180 Days N-5 36280.85 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40307.31 >5 Yr No 3972.97 31-90 Days N-6 34288.89 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28703.54 >5 Yr No 2170.51 91-180 Days N-7 33545.37 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18234.13 >5 Yr No 395.99 91-180 Days P-1 20225.66 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21709.13 >5 Yr No 1915.36 7-30 Days P-2 22886.13 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33197.63 >5 Yr No 704.04 91-180 Days S-8 29832.48 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10980.05 >5 Yr Yes 20.20 7-30 Days Y-1 10625.41 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21032.63 >5 Yr No 535.50 7-30 Days Y-2 20173.88 Partial Yes Liberty International Finance Ltd. Investment Banking