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 Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 17900712862.87 83 - 90 Days No 4293210729.53 7-30 Days Agency MBS 3763545634.90 None No IntW-2599 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 18054780577.71 Day 18 Yes 2817810067.32 <7 Days Agency MBS 6124759239.57 None No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 18320956564.64 >2 Yr <= 3 Yr No 1341550445.77 91-180 Days Agency MBS 16699232121.07 None No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 5013238244.00 151 - 179 Days Yes 6452197225.48 7-30 Days Treasuries 12247465315.18 None No IntW-2432 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 3892549864.48 Day 56 Yes 5029705695.90 <7 Days Equities 9940805329.71 None No IntW-8792 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 41551979569.05 Day 22 Yes 5020580893.49 7-30 Days Equities 1229905979.75 Partial No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 25319075407.33 Day 17 No 221865746.91 <7 Days Corporate Bonds 1041784096.67 Partial Yes IntW-9219 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 33403636613.71 Day 51 Yes 8303409525.03 7-30 Days Other 7561735315.36 None No IntW-9125 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 15321246681.32 Day 8 No 6196769474.70 <7 Days Equities 13523402936.18 Partial No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 48828290699.24 Day 53 Yes 5189467542.01 <7 Days Treasuries 7714903382.84 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 29892745466.38 Day 35 No 860690785.91 <7 Days Agency MBS 7621810580.58 None No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 27659688089.41 >3 Yr <= 4 Yr Yes 8975757101.60 31-90 Days Equities 9859407760.80 Partial No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 47944703243.66 Day 17 No 655865800.24 91-180 Days None 4626941846.17 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 24850678304.66 Day 35 No 9746694685.52 91-180 Days Other 11170256984.33 Partial No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 45607711539.79 Day 10 No 6919241329.14 <7 Days Treasuries 5499867821.86 Partial Yes IntW-7936 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 2345370476.99 Day 5 No 1519204993.19 91-180 Days Treasuries 18494474223.09 None No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 27992615994.63 Day 37 Yes 9070586979.58 <7 Days Treasuries 8476107478.55 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 11179325433.85 Day 22 No 3927055824.48 31-90 Days None 11370793044.80 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 38162798652.68 Day 54 Yes 6278826700.17 <7 Days Equities 4656232894.47 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 9325139023.58 >2 Yr <= 3 Yr No 7983453806.23 7-30 Days None 2694218346.26 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 22695884738.00 Day 52 Yes 4574360765.37 7-30 Days None 10324125789.10 Partial Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 7873867571.24 >3 Yr <= 4 Yr Yes 5164926212.98 <7 Days Equities 7679198047.78 None Yes IntW-2282 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 35442179820.17 Day 14 No 1982690762.17 <7 Days Other 2518398253.33 Partial Yes IntW-4591 Wholesale Lending
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 2110125760.44 Perpetual Yes 3572296133.91 31-90 Days Treasuries 5642040236.96 Full No IntW-3167 Trading
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 37085406960.60 Day 55 No 6934575462.54 <7 Days Cash 14653656537.80 Full Yes IntW-8009 Investment Banking