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 31327801731.18 Day 38 No 3299803904.63 <7 Days Treasuries 2988568987.65 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 12084583846.77 Day 52 No 8744706654.74 91-180 Days Treasuries 7861787298.41 Partial Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 15794057811.14 Day 47 Yes 5423418613.35 <7 Days Cash 3778356533.34 None Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 2037539566.26 Day 45 No 3284993487.55 <7 Days Cash 14201307567.82 Full No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 48312459812.28 >2 Yr <= 3 Yr No 9441611696.05 <7 Days Treasuries 8994265111.73 None No Treasury
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 34132030622.82 Day 36 No 7187041669.95 91-180 Days Corporate Bonds 5019034000.54 None No IntW-7419 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 23638372665.44 83 - 90 Days No 4197590711.96 <7 Days Equities 1405528501.37 None No Investment Banking
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 25173677564.70 Perpetual Yes 7693366325.72 7-30 Days Corporate Bonds 19224807854.00 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 31456805005.10 83 - 90 Days Yes 5108404438.49 7-30 Days Corporate Bonds 7716240820.14 None No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 10237375068.94 Day 2 No 39618078.79 91-180 Days Cash 6686315169.70 None No IntW-5387 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 37963485834.79 Day 8 Yes 724004480.61 <7 Days Other 17976329173.39 None Yes IntW-4895 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 20568953346.06 Day 30 No 4275017605.41 31-90 Days Treasuries 5496785238.88 Partial Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 7999842633.13 Day 20 No 4906855147.49 91-180 Days Equities 13160892613.25 Full No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 44517339555.11 Day 14 Yes 3666434112.99 <7 Days Equities 14606504204.15 Partial Yes IntW-7055 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 15420389670.73 Day 8 No 3651776788.52 <7 Days Other 11026624277.80 None No IntW-5411 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 15490025201.38 Day 37 Yes 5785766663.29 91-180 Days Corporate Bonds 11599043134.25 Partial No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 48923795255.79 Day 11 Yes 4462555909.55 7-30 Days Corporate Bonds 14629131647.60 Full No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 35739794045.65 Day 25 Yes 7265989423.97 <7 Days Treasuries 15536863999.29 Partial Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 34469204247.86 Perpetual Yes 3178001347.35 7-30 Days Agency MBS 7075507662.22 Partial No IntW-3389 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 28228855151.20 83 - 90 Days No 5436227440.03 7-30 Days Cash 4176331289.78 Full Yes IntW-1939 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 17628437770.50 Day 9 Yes 1586123351.30 31-90 Days Other 11765617567.18 None Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 24484690158.41 Day 43 No 106290540.13 91-180 Days Agency MBS 13732346433.13 Full Yes IntW-3139 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 20331855837.22 Day 11 No 3747184295.66 91-180 Days None 8779506322.11 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 8517476820.47 Day 38 No 7531419794.81 7-30 Days Agency MBS 6572692876.72 None Yes IntW-1763 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 163391355.59 Day 6 Yes 9477210408.70 91-180 Days Equities 1750705278.22 None Yes IntW-9019 Capital Markets