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 13571.30 >2 Yr <= 3 Yr No 747.55 <7 Days S-1 12376.92 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 546.46 >2 Yr <= 3 Yr No 45.01 31-90 Days S-2 597.02 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32856.54 >2 Yr <= 3 Yr No 1736.21 91-180 Days S-3 32298.64 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21206.82 >2 Yr <= 3 Yr No 274.59 91-180 Days S-4 24289.58 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29810.79 >2 Yr <= 3 Yr No 649.34 <7 Days S-5 31402.11 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 28478.34 >2 Yr <= 3 Yr Yes 1008.45 <7 Days S-6 26604.59 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24466.67 >2 Yr <= 3 Yr Yes 1893.09 7-30 Days S-7 26723.01 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25417.23 >3 Yr <= 4 Yr No 744.32 91-180 Days A-0-Q 30058.46 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24526.05 >3 Yr <= 4 Yr No 111.24 31-90 Days A-1-Q 20525.34 None No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 35100.10 >3 Yr <= 4 Yr No 2149.01 31-90 Days A-2-Q 38478.55 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 21904.26 >3 Yr <= 4 Yr Yes 1954.32 <7 Days A-3-Q 24087.23 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32117.21 >3 Yr <= 4 Yr No 940.93 7-30 Days A-4-Q 36173.73 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37170.50 >3 Yr <= 4 Yr No 3342.85 31-90 Days A-5-Q 41054.47 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40602.41 >3 Yr <= 4 Yr Yes 1328.58 <7 Days CB-1-Q 38422.72 None No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18554.28 >3 Yr <= 4 Yr Yes 402.26 <7 Days CB-2-Q 16596.68 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30936.83 >3 Yr <= 4 Yr No 2186.67 31-90 Days S-1-Q 25463.48 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 1476.42 >3 Yr <= 4 Yr Yes 98.20 91-180 Days S-2-Q 1381.09 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43144.37 >3 Yr <= 4 Yr Yes 506.07 31-90 Days S-3-Q 35959.26 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 25898.43 >3 Yr <= 4 Yr No 58.30 <7 Days S-4-Q 22625.55 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 5431.07 >3 Yr <= 4 Yr Yes 55.91 31-90 Days CB-3-Q 5998.09 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40195.68 >3 Yr <= 4 Yr Yes 2254.56 31-90 Days G-1-Q 44636.37 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22599.49 >3 Yr <= 4 Yr No 595.84 91-180 Days G-2-Q 26760.32 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 536.67 >3 Yr <= 4 Yr Yes 34.53 7-30 Days G-3-Q 536.59 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3726.18 >3 Yr <= 4 Yr Yes 338.67 91-180 Days S-5-Q 3715.30 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24035.15 >3 Yr <= 4 Yr No 1091.85 7-30 Days S-6-Q 26842.76 None Yes Liberty Mortgage Services Corp. Capital Markets