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 10824.61 271 - 364 Days Yes 669.21 <7 Days S-4 8749.37 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 26164.21 271 - 364 Days No 1666.23 31-90 Days S-5 29490.08 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10005.50 271 - 364 Days Yes 11.05 31-90 Days S-6 10174.11 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5347.24 271 - 364 Days No 63.24 7-30 Days S-7 5195.74 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 8939.16 >= 1 Yr <= 2 Yr Yes 867.82 <7 Days A-0-Q 8328.57 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43216.74 >= 1 Yr <= 2 Yr Yes 3415.17 7-30 Days A-1-Q 45153.51 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 26570.71 >= 1 Yr <= 2 Yr No 1136.64 91-180 Days A-2-Q 24981.31 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22324.94 >= 1 Yr <= 2 Yr Yes 1293.07 <7 Days A-3-Q 19800.73 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29583.98 >= 1 Yr <= 2 Yr Yes 2312.00 91-180 Days A-4-Q 31881.77 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40072.09 >= 1 Yr <= 2 Yr Yes 589.08 <7 Days A-5-Q 32420.16 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6813.00 >= 1 Yr <= 2 Yr Yes 325.83 91-180 Days CB-1-Q 6505.63 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5850.41 >= 1 Yr <= 2 Yr No 13.62 91-180 Days CB-2-Q 6858.24 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 12964.32 >= 1 Yr <= 2 Yr No 1277.35 91-180 Days S-1-Q 10557.77 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16868.23 >= 1 Yr <= 2 Yr No 1542.16 7-30 Days S-2-Q 16429.02 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28291.15 >= 1 Yr <= 2 Yr Yes 2285.60 7-30 Days S-3-Q 22882.86 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42596.22 >= 1 Yr <= 2 Yr No 1812.05 31-90 Days S-4-Q 42212.90 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13826.81 >= 1 Yr <= 2 Yr No 350.03 31-90 Days CB-3-Q 13699.49 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3705.33 >= 1 Yr <= 2 Yr No 155.25 7-30 Days G-1-Q 3689.20 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18326.66 >= 1 Yr <= 2 Yr Yes 1092.85 <7 Days G-2-Q 14724.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 7807.23 >= 1 Yr <= 2 Yr No 104.17 31-90 Days G-3-Q 7338.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 14735.97 >= 1 Yr <= 2 Yr Yes 1315.38 7-30 Days S-5-Q 12074.40 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 139.62 >= 1 Yr <= 2 Yr Yes 3.49 <7 Days S-6-Q 156.60 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 629.84 >= 1 Yr <= 2 Yr Yes 24.41 7-30 Days S-7-Q 662.66 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35539.44 >= 1 Yr <= 2 Yr No 719.72 91-180 Days E-1-Q 29572.52 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 2896.65 >= 1 Yr <= 2 Yr No 135.56 31-90 Days E-2-Q 2568.01 None Yes Liberty Capital Markets Inc. Investment Banking