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 Mortgage Services Corp. O.W.13 Government Supported Debt Yes 23293150631.01 Day 53 No 5170961046.71 91-180 Days Treasuries 8569582532.75 Partial Yes Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 21365.50 Open No 2059.22 31-90 Days A-0-Q 23258.89 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 40465.24 Open No 278.31 <7 Days A-1-Q 40270.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 31083.38 Open No 1156.59 7-30 Days A-2-Q 29712.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 21322.11 Open Yes 1332.43 7-30 Days A-3-Q 20954.68 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 36564.08 Open No 1595.10 <7 Days A-4-Q 33258.71 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 36686.61 Open No 1109.57 7-30 Days A-5-Q 36048.81 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 43043.03 Open No 1888.44 31-90 Days CB-1-Q 38738.34 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 3466.61 Open Yes 223.13 91-180 Days CB-2-Q 3570.71 Partial No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 41313.99 Open No 4008.16 7-30 Days S-1-Q 39778.03 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 8408.32 Open No 186.11 7-30 Days S-2-Q 9603.55 Full No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 1899.07 Open Yes 31.10 91-180 Days S-3-Q 1789.71 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 10565.32 Open No 1036.88 7-30 Days S-4-Q 10099.60 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 26343.12 Open Yes 1310.35 31-90 Days CB-3-Q 31119.05 Partial No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 19524.85 Open No 1036.53 <7 Days G-1-Q 21690.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 9084.89 Open No 484.88 <7 Days G-2-Q 9628.96 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 37566.32 Open Yes 488.94 7-30 Days G-3-Q 34941.27 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 11387.51 Open No 435.05 91-180 Days S-5-Q 11292.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 33269.06 Open No 1661.85 91-180 Days S-6-Q 29053.69 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 3125.94 Open Yes 217.93 91-180 Days S-7-Q 2641.33 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail No 2206.11 Open No 71.10 <7 Days E-1-Q 2122.86 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 10198.69 Open Yes 930.76 7-30 Days E-2-Q 11954.12 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 13215.85 Open Yes 138.59 91-180 Days IG-1-Q 15084.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 43889.20 Open Yes 2693.73 <7 Days IG-2-Q 47836.14 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.13 Government Supported Debt Retail Yes 5554.69 Open No 394.83 7-30 Days C-1 5963.55 Full Yes Liberty Capital Markets Inc. Trading