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 4092.85 61 - 67 Days Yes 39.35 7-30 Days L-6 4116.82 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5899.92 61 - 67 Days No 21.92 7-30 Days L-7 5462.68 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32804.61 61 - 67 Days Yes 363.42 31-90 Days L-8 26694.85 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 43243.56 61 - 67 Days No 2224.94 91-180 Days L-9 35422.81 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8608.48 61 - 67 Days No 568.77 31-90 Days LC-1 9010.17 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18085.47 61 - 67 Days No 508.14 91-180 Days LC-2 17025.77 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6646.42 61 - 67 Days Yes 332.42 7-30 Days N-1 6782.62 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25263.66 61 - 67 Days Yes 1486.66 91-180 Days N-2 24135.88 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 44119.14 61 - 67 Days No 3570.67 91-180 Days N-3 48179.26 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 15746.13 61 - 67 Days No 995.79 91-180 Days N-4 13971.82 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6846.52 61 - 67 Days No 163.86 91-180 Days N-5 7772.45 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 6760.86 61 - 67 Days Yes 261.18 31-90 Days N-6 7059.10 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 33492.22 61 - 67 Days No 3010.10 7-30 Days N-7 38778.57 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9771.31 61 - 67 Days Yes 476.55 7-30 Days P-1 8178.63 Full No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 10852.95 61 - 67 Days No 172.09 31-90 Days P-2 9003.61 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 5917.39 61 - 67 Days Yes 588.06 <7 Days S-8 6354.89 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37761.06 61 - 67 Days Yes 2622.20 7-30 Days Y-1 32738.26 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 16444.57 61 - 67 Days No 724.61 7-30 Days Y-2 18061.93 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42634.46 61 - 67 Days Yes 2389.50 <7 Days Y-3 42761.02 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 8594.25 61 - 67 Days Yes 230.95 7-30 Days Y-4 7973.58 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42417.14 61 - 67 Days No 1002.73 7-30 Days Z-1 43459.24 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 22374.05 61 - 67 Days Yes 505.38 91-180 Days A-2 25777.97 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 38901.15 61 - 67 Days No 433.00 <7 Days A-3 32953.98 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 41648.33 61 - 67 Days Yes 1773.77 91-180 Days A-4 33422.68 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 9452.87 61 - 67 Days Yes 865.91 <7 Days A-5 8112.98 Full No Investment Banking