Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.5: Covered Bonds

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.5 Covered Bonds Other Supervised Non-Bank Financial Entity Yes 12874156965.55 >5 Years Yes 2959868986.51 31-90 Days Other ABS Collateral 1322773374.20 None No IntW-9642 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Retail Yes 41315453557.08 <1 Year Yes 6393962243.41 31-90 Days Other ABS Collateral 3034868301.53 None No IntW-5321 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Financial Market Utility No 3544723106.27 >5 Years Yes 3985264093.13 91-180 Days Auto Loans 4440788881.20 None No Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17793046080.00 1-5 Years Yes 9823437692.74 31-90 Days Mortgage-Backed Securities 4206647139.15 None Yes IntW-4962 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Sovereign No 29702687829.76 1-5 Years No 4840731468.49 <7 Days Credit Card Receivables 2820166940.47 None No IntW-7024 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Non-Financial Corporate Yes 21333695709.01 >5 Years No 1900489496.36 <7 Days Auto Loans 1201688405.80 None No IntW-2961 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Sovereign No 43561426368.06 <1 Year No 3945272460.09 91-180 Days Auto Loans 607415687.83 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Small Business Yes 36060546932.20 <1 Year Yes 7781864467.37 <7 Days Other ABS Collateral 4161403372.61 Full No IntW-2707 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Other Supervised Non-Bank Financial Entity No 48459477332.63 >5 Years Yes 2435969111.12 91-180 Days Credit Card Receivables 2680589030.11 Partial Yes Investment Banking
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Investment Company or Advisor No 4723363745.50 1-5 Years No 7878192454.53 7-30 Days Other ABS Collateral 3791439550.12 Partial Yes IntW-3913 Trading
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Broker-Dealer Yes 44594171012.09 >5 Years No 6988808805.12 <7 Days Other ABS Collateral 371750366.35 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds MDB No 21986551648.39 1-5 Years Yes 9845436398.98 31-90 Days Mortgage-Backed Securities 457542490.37 Partial No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Other Supranational No 4218363950.68 <1 Year No 6151659971.35 <7 Days Mortgage-Backed Securities 918777361.80 Full Yes IntW-8075 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds MDB No 14354118927.35 1-5 Years Yes 3573211531.39 7-30 Days Mortgage-Backed Securities 28287197.98 Partial Yes IntW-9556 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Other No 13270958531.53 <1 Year No 6645266029.93 <7 Days Mortgage-Backed Securities 492741122.01 Full Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Bank No 7353241682.49 1-5 Years Yes 6624724392.54 7-30 Days Mortgage-Backed Securities 2507260692.18 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Pension Fund No 48967978228.33 >5 Years No 4204245877.18 <7 Days Other ABS Collateral 1728876831.41 Partial No IntW-4829 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Other No 7033113013.87 <1 Year No 4005658382.72 7-30 Days Mortgage-Backed Securities 1032315256.02 Full Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Other Supranational No 27554450954.75 <1 Year Yes 2591131690.26 91-180 Days Credit Card Receivables 4616671330.96 Full Yes IntW-5402 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds GSE Yes 12713675650.97 >5 Years No 804469011.41 7-30 Days Auto Loans 2186427506.35 None Yes IntW-8738 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds MDB Yes 48780728618.26 1-5 Years Yes 4770483226.54 <7 Days Auto Loans 2557055850.56 Partial Yes IntW-1422 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Pension Fund Yes 2562180785.51 1-5 Years No 8062161791.49 31-90 Days Auto Loans 355967381.73 Full No Investment Banking
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Bank No 5053683095.19 >5 Years Yes 761284514.24 31-90 Days Mortgage-Backed Securities 4794371870.86 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds GSE No 3585284723.00 1-5 Years No 1944478562.49 91-180 Days Credit Card Receivables 4416548393.58 Partial Yes IntW-3655 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Broker-Dealer Yes 46387609649.02 <1 Year No 5347599691.84 91-180 Days Mortgage-Backed Securities 4756286209.12 Full No Treasury