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 21644.92 >2 Yr <= 3 Yr Yes 658.19 <7 Days CB-2-Q 20232.73 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24899.22 >2 Yr <= 3 Yr No 879.63 7-30 Days S-1-Q 24867.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29113.05 >2 Yr <= 3 Yr No 2630.15 <7 Days S-2-Q 26805.00 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9933.80 >2 Yr <= 3 Yr No 280.78 31-90 Days S-3-Q 9527.93 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 37094.72 >2 Yr <= 3 Yr No 1265.18 91-180 Days S-4-Q 41962.79 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31261.79 >2 Yr <= 3 Yr Yes 2898.88 91-180 Days CB-3-Q 35801.40 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13828.08 >2 Yr <= 3 Yr Yes 1050.06 7-30 Days G-1-Q 11219.59 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 27594.81 >2 Yr <= 3 Yr No 222.98 91-180 Days G-2-Q 23775.22 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 14192.12 >2 Yr <= 3 Yr No 36.57 31-90 Days G-3-Q 12620.39 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13423.34 >2 Yr <= 3 Yr Yes 713.16 7-30 Days S-5-Q 13310.77 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10219.25 >2 Yr <= 3 Yr No 541.39 31-90 Days S-6-Q 12206.97 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15590.77 >2 Yr <= 3 Yr Yes 835.43 7-30 Days S-7-Q 13681.17 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38758.08 >2 Yr <= 3 Yr No 590.07 <7 Days E-1-Q 33746.89 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 20293.23 >2 Yr <= 3 Yr Yes 1075.20 7-30 Days E-2-Q 20298.29 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 15593.24 >2 Yr <= 3 Yr No 101.47 7-30 Days IG-1-Q 13627.29 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 17019.73 >2 Yr <= 3 Yr No 1050.88 31-90 Days IG-2-Q 15391.12 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6394.57 >2 Yr <= 3 Yr No 518.80 91-180 Days C-1 6931.02 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 10332.39 >2 Yr <= 3 Yr Yes 184.92 31-90 Days CB-4 11782.58 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 376.97 >2 Yr <= 3 Yr No 13.23 7-30 Days E-10 376.51 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 25336.83 >2 Yr <= 3 Yr Yes 2237.14 <7 Days E-3 20567.07 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 22916.97 >2 Yr <= 3 Yr Yes 1596.23 <7 Days E-4 20172.95 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 42005.13 >2 Yr <= 3 Yr No 1850.62 91-180 Days E-5 35513.39 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2457.86 >2 Yr <= 3 Yr No 190.92 <7 Days E-6 2033.70 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 4385.43 >2 Yr <= 3 Yr Yes 279.50 <7 Days E-7 4584.85 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 2643.16 >2 Yr <= 3 Yr Yes 218.14 31-90 Days E-8 2481.82 Partial No Wholesale Lending