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
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 5754215011.53 Day 33 Yes 7506537916.53 7-30 Days Equities 10317114637.62 Partial Yes IntW-7965 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 30523269664.86 Day 34 No 1185547153.51 31-90 Days Agency MBS 13110028219.09 None Yes IntW-9986 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 20005833439.59 Day 17 Yes 6036385290.14 31-90 Days Treasuries 14510803944.97 Full Yes Treasury
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 43940540969.71 >= 1 Yr <= 2 Yr No 4673822966.62 91-180 Days Treasuries 8347031541.30 Partial No IntW-7138 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 32836378442.01 >2 Yr <= 3 Yr No 1736478988.38 91-180 Days Agency MBS 6752360564.34 None No IntW-6774 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 27885648997.03 Day 26 Yes 316770922.36 <7 Days Equities 11687772174.51 None No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 7140839854.74 Day 49 Yes 7674161603.99 <7 Days Other 8296699437.97 None No IntW-5771 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 20350845500.79 271 - 364 Days No 9265556198.83 31-90 Days Agency MBS 19087268405.00 Full No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 10631893668.07 Day 6 Yes 7739080099.51 91-180 Days Corporate Bonds 3614160183.53 None No Wholesale Lending
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 29878271101.84 271 - 364 Days No 9289478076.95 7-30 Days Corporate Bonds 6323120808.60 None Yes IntW-4282 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 13691483051.73 Day 43 Yes 6085121581.25 7-30 Days Equities 12466984455.34 Partial No IntW-8815 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 11583830608.26 Day 57 No 4579735531.51 31-90 Days Equities 16196943749.83 Full Yes IntW-4121 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 12914511970.45 Day 21 No 139851962.70 <7 Days None 2538940301.88 None No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 15250872653.03 Day 27 Yes 363216800.29 91-180 Days Equities 11539239880.10 Full Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 40452962995.86 Day 13 No 5485655223.97 31-90 Days None 9224811595.40 Full Yes IntW-7878 Wholesale Lending
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 22897562770.65 Day 53 No 8351724043.61 7-30 Days Equities 10412489144.03 None No IntW-4262 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 48158218726.63 Day 25 Yes 4916484594.82 31-90 Days Other 6215482291.35 Partial Yes IntW-4811 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 48628506602.99 Day 34 Yes 184104730.68 7-30 Days Other 11513169025.21 None Yes Treasury
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 33290038564.40 Day 8 Yes 4116730118.71 <7 Days Corporate Bonds 16555561682.71 Full Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 31143534213.61 Day 51 No 2348055150.75 91-180 Days Other 2350889357.52 None No IntW-4667 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 20086657708.99 Day 1 Yes 799250869.20 91-180 Days Treasuries 14748448340.43 Partial No IntW-8763 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 20373764956.19 >5 Yr No 6091438680.97 <7 Days None 1584604843.29 None No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 190610236.69 Day 3 Yes 9658076816.70 91-180 Days Cash 12858748770.26 None No IntW-2404 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 34335781366.50 Day 27 No 4653311719.66 31-90 Days Corporate Bonds 19083818566.23 Full Yes IntW-1796 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 1703308449.32 Day 31 No 936789632.54 <7 Days None 979014857.39 Partial Yes Trading