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 International Finance Ltd. O.W.13 Government Supported Debt Yes 2873713063.59 151 - 179 Days No 1973798701.13 31-90 Days Other 7333376335.39 Partial Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 14012899755.76 61 - 67 Days No 5002976125.28 31-90 Days None 3234017733.45 Full Yes IntW-9877 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 24753500297.38 Day 24 No 7049428569.21 7-30 Days Cash 13305795995.10 Full Yes IntW-8831 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 20685676453.48 Day 42 No 8229855921.18 31-90 Days Equities 10438385653.55 Full No IntW-7082 Investment Banking
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 3911175057.39 Day 27 Yes 5644577859.75 91-180 Days Other 11376609985.33 Full No IntW-3564 Capital Markets
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 39029210278.03 121 - 150 Days Yes 8147229552.88 <7 Days Other 12372662823.30 None No IntW-7156 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 9035512666.90 Day 41 Yes 3737639955.91 91-180 Days Treasuries 3125550740.91 Partial No Wholesale Lending
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 28746697224.61 Day 22 No 4295454324.93 <7 Days Corporate Bonds 4706487761.04 None Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 228022198.28 Day 54 No 1554178655.85 91-180 Days Corporate Bonds 16626867131.91 Full Yes IntW-1848 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 25340787981.10 Day 47 Yes 8376389334.66 7-30 Days None 7692559637.38 Full Yes IntW-4300 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 49380085111.76 >2 Yr <= 3 Yr Yes 6640488379.86 91-180 Days None 11189341281.53 None Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 32085637012.58 Day 12 No 4601824255.32 91-180 Days Treasuries 2413888475.97 None Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 26394503397.09 >= 1 Yr <= 2 Yr No 4459556575.65 91-180 Days Cash 10685265813.57 Partial No IntW-8987 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 27929800672.29 Day 54 Yes 8899557726.31 7-30 Days Other 16499246470.91 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 39262754385.51 Day 49 No 4340293554.33 7-30 Days Treasuries 5464565280.55 Partial No IntW-2935 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 27979505287.98 Perpetual Yes 8055173872.87 <7 Days Corporate Bonds 6531636957.05 None Yes IntW-5107 Trading
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 21279600891.45 180 - 270 Days No 3035533238.01 91-180 Days Other 3757214121.63 None No IntW-4536 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 47653845881.56 >3 Yr <= 4 Yr No 52438129.53 <7 Days Cash 2977273699.53 Full Yes IntW-3443 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 28635739834.71 121 - 150 Days Yes 4574787006.15 91-180 Days Cash 8502645407.34 Full No IntW-4057 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 48583614782.08 Day 46 No 5811563356.08 31-90 Days Agency MBS 17999572233.05 Full Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 44733247223.39 75 - 82 Days No 1815641470.48 <7 Days Corporate Bonds 10804379473.40 None No IntW-1576 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 40580648998.36 Day 30 No 483354449.79 <7 Days Corporate Bonds 7131451954.64 Partial Yes IntW-4781 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 10033073061.43 91 - 120 Days No 4709935909.82 <7 Days None 12095907667.48 Partial No IntW-6344 Trading
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 41278280298.31 75 - 82 Days Yes 8945885833.69 7-30 Days Cash 2977236095.88 None No IntW-8585 Wholesale Lending
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 6010733995.16 180 - 270 Days No 8226943339.25 <7 Days None 7087636904.42 Partial No Wholesale Lending