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 30001.21 >5 Yr Yes 1933.75 31-90 Days G-3-Q 32413.60 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 43869.39 >5 Yr Yes 273.50 7-30 Days S-5-Q 49045.27 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 37863.42 >5 Yr No 2168.42 31-90 Days S-6-Q 31063.76 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 39729.46 >5 Yr Yes 8.78 <7 Days S-7-Q 43907.97 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18254.35 >5 Yr Yes 210.17 91-180 Days E-1-Q 17774.65 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 19777.64 >5 Yr Yes 799.94 <7 Days E-2-Q 19193.12 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 29492.19 >5 Yr No 2470.70 31-90 Days IG-1-Q 35188.12 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 32880.80 >5 Yr Yes 2107.21 91-180 Days IG-2-Q 33446.75 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 9185.02 >5 Yr No 661.98 7-30 Days C-1 10670.70 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 24054.68 >5 Yr No 582.71 91-180 Days CB-4 26729.52 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 38387.79 >5 Yr No 2560.27 31-90 Days E-10 31407.98 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6445.28 >5 Yr No 367.63 <7 Days E-3 6244.83 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 24380.78 >5 Yr No 2211.61 <7 Days E-4 28507.28 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 16428.04 >5 Yr No 1201.37 31-90 Days E-5 14801.65 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36568.88 >5 Yr Yes 3062.06 7-30 Days E-6 32346.77 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28798.64 >5 Yr No 640.60 7-30 Days E-7 33615.44 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13804.19 >5 Yr No 887.76 91-180 Days E-8 14238.43 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 29928.84 >5 Yr No 553.44 31-90 Days E-9 32709.02 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 34695.77 >5 Yr No 630.95 31-90 Days G-4 33463.60 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 971.39 >5 Yr No 44.84 31-90 Days IG-3 880.48 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 42004.67 >5 Yr No 604.55 <7 Days IG-4 42717.97 Full No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 40314.81 >5 Yr Yes 131.86 7-30 Days IG-5 42147.00 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 6473.57 >5 Yr No 8.13 7-30 Days IG-6 5940.67 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 40230.65 >5 Yr Yes 2755.75 91-180 Days IG-7 37014.05 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 33731.99 >5 Yr Yes 2035.53 7-30 Days IG-8 37063.78 Full No Treasury