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 No 10244281995.83 Day 17 Yes 9129972080.43 <7 Days Equities 1280280287.87 None No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 35196549380.96 Day 14 Yes 1781523212.50 31-90 Days Other 7107319925.77 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 29021837661.51 Day 23 No 5224762733.47 <7 Days Cash 566252130.41 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 4914148333.80 Day 6 Yes 8058460865.31 <7 Days Agency MBS 19189093234.70 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 8736698750.76 Day 31 Yes 4217382395.90 7-30 Days Corporate Bonds 7046675621.20 Full No IntW-4673 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 1799311050.89 271 - 364 Days No 5353199241.57 31-90 Days Agency MBS 3694919122.18 Full Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 17795173435.39 Day 8 No 168083711.78 91-180 Days Equities 4086811721.74 None Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 6039079629.04 Day 7 Yes 8555314617.84 31-90 Days Corporate Bonds 12210036228.93 Full No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 32765927078.14 Day 21 No 8458903699.40 91-180 Days None 12067141377.21 Partial Yes IntW-9871 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt No 10835657290.18 Perpetual No 8922308803.31 91-180 Days Agency MBS 558539301.15 Partial Yes IntW-5882 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 28992870310.53 Day 23 No 9267400042.43 91-180 Days Agency MBS 9856830256.02 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt No 6683629158.43 Day 6 Yes 6140561466.85 31-90 Days Treasuries 14419581951.08 Full No IntW-1293 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt Yes 26560103463.46 Day 5 No 9564911703.27 91-180 Days Agency MBS 10546602716.63 Partial No IntW-9455 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 3366567934.10 Day 6 Yes 186359046.79 <7 Days Treasuries 14890022579.24 None No IntW-2019 Investment Banking
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt No 18627842323.36 Day 51 Yes 6963644000.85 91-180 Days None 8650451156.91 None Yes IntW-9702 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 21073415336.99 Day 14 Yes 6364243985.71 91-180 Days Other 16902582617.97 Full Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.13 Government Supported Debt Yes 47081902324.95 75 - 82 Days Yes 2849882713.01 7-30 Days Treasuries 400278895.31 None No IntW-9675 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.13 Government Supported Debt Yes 37460649243.08 Day 16 No 6484297729.97 91-180 Days Equities 3597474573.21 None Yes IntW-4986 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt No 12423114246.91 83 - 90 Days No 2233277007.53 31-90 Days None 12994501647.06 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.13 Government Supported Debt Yes 11250246654.57 >= 1 Yr <= 2 Yr Yes 9540607271.21 <7 Days Corporate Bonds 2443057993.65 Full Yes IntW-7374 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 45177626987.70 >5 Yr Yes 5808875720.29 7-30 Days Corporate Bonds 6173707019.55 Partial No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.13 Government Supported Debt Yes 27215604483.61 Day 14 No 4070269937.99 31-90 Days Treasuries 9063438792.23 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt No 5134176089.64 >3 Yr <= 4 Yr Yes 3298506218.40 7-30 Days None 9670524482.92 None Yes IntW-8614 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.13 Government Supported Debt No 31648378538.66 Day 10 Yes 6840142476.78 31-90 Days Corporate Bonds 1030924038.94 None No IntW-4932 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.13 Government Supported Debt Yes 12569263762.21 Day 28 No 2595551352.63 91-180 Days Equities 9454269197.17 Full No Trading