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 18728.73 >4 Yr <= 5 Yr No 1803.13 <7 Days G-3 15936.68 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3235.32 >4 Yr <= 5 Yr Yes 119.01 7-30 Days IG-1 3746.61 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37118.65 >4 Yr <= 5 Yr No 2109.22 31-90 Days IG-2 37088.50 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 4943.85 >4 Yr <= 5 Yr No 459.39 31-90 Days S-1 4597.65 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24642.01 >4 Yr <= 5 Yr No 501.18 31-90 Days S-2 20215.85 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13404.89 >4 Yr <= 5 Yr Yes 738.01 31-90 Days S-3 14635.41 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26834.62 >4 Yr <= 5 Yr Yes 2393.07 7-30 Days S-4 21812.14 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12368.49 >4 Yr <= 5 Yr Yes 649.68 91-180 Days S-5 13283.84 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12991.34 >4 Yr <= 5 Yr No 342.46 31-90 Days S-6 13328.41 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1436.96 >4 Yr <= 5 Yr No 88.47 31-90 Days S-7 1449.01 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24388.39 >5 Yr No 1838.83 7-30 Days A-0-Q 27312.68 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34634.90 >5 Yr No 1910.45 91-180 Days A-1-Q 29106.24 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 19528.81 >5 Yr No 624.44 <7 Days A-2-Q 23189.57 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8775.64 >5 Yr Yes 492.12 <7 Days A-3-Q 9781.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34977.14 >5 Yr No 2361.10 91-180 Days A-4-Q 40638.04 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25457.51 >5 Yr Yes 666.56 <7 Days A-5-Q 28871.24 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37261.42 >5 Yr No 1703.02 <7 Days CB-1-Q 30327.54 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40873.81 >5 Yr No 2615.36 <7 Days CB-2-Q 36452.55 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15667.85 >5 Yr No 1157.39 31-90 Days S-1-Q 18494.39 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38260.98 >5 Yr Yes 3025.19 31-90 Days S-2-Q 42959.57 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9832.09 >5 Yr Yes 959.79 31-90 Days S-3-Q 9285.28 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 11493.44 >5 Yr No 989.46 91-180 Days S-4-Q 10053.17 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26791.92 >5 Yr No 1144.24 <7 Days CB-3-Q 24788.59 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23000.66 >5 Yr Yes 848.34 91-180 Days G-1-Q 24017.04 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29217.21 >5 Yr No 2819.11 <7 Days G-2-Q 28394.06 None No Investment Banking