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 7377.28 >5 Yr Yes 210.03 31-90 Days Y-3 6864.19 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43693.77 >5 Yr No 714.40 <7 Days Y-4 38494.20 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31274.72 >5 Yr Yes 561.93 31-90 Days Z-1 33044.43 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33167.25 >5 Yr Yes 468.85 31-90 Days A-2 36660.42 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16179.69 >5 Yr No 1050.85 91-180 Days A-3 17416.35 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17207.31 >5 Yr Yes 426.14 7-30 Days A-4 20091.72 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 962.26 >5 Yr No 16.06 7-30 Days A-5 865.48 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 27832.39 >5 Yr Yes 1901.52 7-30 Days CB-1 32236.15 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 36185.83 >5 Yr No 693.34 91-180 Days CB-2 38810.88 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25138.72 >5 Yr No 586.16 91-180 Days CB-3 27110.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9704.88 >5 Yr Yes 463.15 31-90 Days E-1 10007.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3019.02 >5 Yr No 159.96 31-90 Days E-2 2595.73 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42840.02 >5 Yr No 771.99 7-30 Days G-1 35412.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14238.80 >5 Yr Yes 168.44 <7 Days G-2 15219.36 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8848.18 >5 Yr Yes 528.08 31-90 Days G-3 9176.81 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2116.47 >5 Yr Yes 37.77 7-30 Days IG-1 2304.72 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14162.60 >5 Yr No 378.55 31-90 Days IG-2 12172.78 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26364.99 >5 Yr Yes 1227.19 7-30 Days S-1 21626.42 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22547.86 >5 Yr Yes 608.25 7-30 Days S-2 22259.76 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28657.60 >5 Yr No 24.48 91-180 Days S-3 27257.21 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33022.35 >5 Yr Yes 1793.42 <7 Days S-4 38726.24 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43053.52 >5 Yr Yes 1088.85 91-180 Days S-5 40792.88 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6082.71 >5 Yr Yes 25.21 91-180 Days S-6 5252.04 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 17845.96 >5 Yr Yes 794.47 91-180 Days S-7 16495.08 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31209.01 Perpetual No 2846.57 91-180 Days A-0-Q 35889.78 Partial Yes Liberty International Finance Ltd. Treasury