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 37950.46 121 - 150 Days Yes 1984.42 7-30 Days G-1 41192.02 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23784.78 121 - 150 Days No 810.81 7-30 Days G-2 22613.11 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22062.85 121 - 150 Days Yes 1348.58 91-180 Days G-3 20065.74 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 34197.67 121 - 150 Days Yes 632.88 91-180 Days IG-1 29983.47 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 23859.27 121 - 150 Days Yes 1316.72 7-30 Days IG-2 19936.18 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19433.24 121 - 150 Days No 1927.61 <7 Days S-1 20103.69 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6463.08 121 - 150 Days No 570.46 7-30 Days S-2 5920.68 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 21995.26 121 - 150 Days Yes 16.97 7-30 Days S-3 24906.47 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2145.41 121 - 150 Days No 105.18 <7 Days S-4 2187.61 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16112.48 121 - 150 Days Yes 702.17 91-180 Days S-5 18401.02 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 288.43 121 - 150 Days Yes 11.55 7-30 Days S-6 311.63 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33331.54 121 - 150 Days Yes 1175.26 31-90 Days S-7 35044.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10514.74 151 - 179 Days Yes 628.55 31-90 Days A-0-Q 10334.34 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 12675.65 151 - 179 Days No 757.74 7-30 Days A-1-Q 14932.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 1695.25 151 - 179 Days No 54.89 91-180 Days A-2-Q 1590.35 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15210.53 151 - 179 Days Yes 26.36 7-30 Days A-3-Q 15867.71 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42381.67 151 - 179 Days No 2898.12 7-30 Days A-4-Q 49897.37 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38555.72 151 - 179 Days Yes 396.46 31-90 Days A-5-Q 33969.15 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36094.97 151 - 179 Days No 2290.57 7-30 Days CB-1-Q 39624.63 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40198.52 151 - 179 Days No 3317.66 31-90 Days CB-2-Q 32605.56 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20657.74 151 - 179 Days Yes 1170.77 7-30 Days S-1-Q 20358.30 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 31475.42 151 - 179 Days No 310.70 31-90 Days S-2-Q 28119.40 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 7460.92 151 - 179 Days Yes 39.62 7-30 Days S-3-Q 6476.81 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22664.44 151 - 179 Days Yes 2001.39 91-180 Days S-4-Q 24904.04 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29063.18 151 - 179 Days Yes 875.36 <7 Days CB-3-Q 32873.29 Partial No Wholesale Lending