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 No 14301.90 Perpetual Yes 1294.57 31-90 Days E-2 17054.17 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 36031.75 Perpetual Yes 581.64 <7 Days G-1 28916.56 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 30433.64 Perpetual No 1049.76 <7 Days G-2 28012.72 Partial No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 13710.01 Perpetual Yes 900.92 31-90 Days G-3 16032.42 None No Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 20775.76 Perpetual No 1645.41 31-90 Days IG-1 22135.96 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 31283.40 Perpetual Yes 3125.33 7-30 Days IG-2 36254.81 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 18653.09 Perpetual No 193.44 <7 Days S-1 16152.16 Partial No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 3090.23 Perpetual No 293.28 <7 Days S-2 2998.92 None No Treasury
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32943.16 Perpetual No 1858.71 31-90 Days S-3 26532.99 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other Yes 11742.87 Perpetual No 192.79 <7 Days S-4 13142.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 32315.73 Perpetual Yes 2682.64 7-30 Days S-5 36454.68 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 3890.02 Perpetual No 217.02 31-90 Days S-6 3594.89 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.13 Government Supported Debt Other No 28692.85 Perpetual Yes 1421.28 31-90 Days S-7 25949.76 Partial Yes Liberty Wealth Management LLC Capital Markets