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 Broker-Dealer No 37435406118.94 1-5 Years Yes 4147460943.67 <7 Days Mortgage-Backed Securities 4304582580.76 Full Yes IntW-5554 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Broker-Dealer Yes 43429899424.68 1-5 Years Yes 2650074034.15 91-180 Days Other ABS Collateral 1882564233.84 Partial No Capital Markets
2025-09-09 Liberty National Bank O.W.5 Covered Bonds MDB Yes 37941191371.83 <1 Year Yes 9386410636.96 <7 Days Mortgage-Backed Securities 4762524684.12 None Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds PSE Yes 43158030612.73 <1 Year No 5709197444.31 91-180 Days Other ABS Collateral 2322528136.59 Partial No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE Yes 20456440531.92 >5 Years Yes 9501615208.76 91-180 Days Other ABS Collateral 4252418190.00 Full No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Non-Regulated Fund Yes 36802347799.32 <1 Year No 5033118724.21 31-90 Days Auto Loans 3599276374.86 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Other No 19744074450.43 1-5 Years Yes 8343904199.00 31-90 Days Auto Loans 1953936622.92 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Bank Yes 24385709684.12 1-5 Years No 1932644053.03 7-30 Days Credit Card Receivables 3561393539.83 None Yes IntW-3603 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Small Business No 38375676521.08 1-5 Years Yes 5317518456.74 <7 Days Mortgage-Backed Securities 3900565441.81 None No IntW-8683 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Retail No 8224193400.96 1-5 Years Yes 3120237341.88 7-30 Days Credit Card Receivables 2365179577.47 None No Wholesale Lending
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Retail No 35851404672.08 >5 Years Yes 5435133397.79 91-180 Days Credit Card Receivables 766427832.57 None No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE Yes 23312461589.52 <1 Year Yes 9451080384.34 <7 Days Mortgage-Backed Securities 1269716110.33 Full No IntW-8688 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Sovereign Yes 17979094647.04 <1 Year Yes 2882179652.06 31-90 Days Auto Loans 1591055899.52 None Yes IntW-2743 Capital Markets
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 26194784799.23 >5 Years No 6438184223.82 31-90 Days Credit Card Receivables 904127655.86 Partial Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Small Business Yes 4196750813.60 1-5 Years No 8667374174.54 <7 Days Other ABS Collateral 32884127.41 Partial Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Central Bank No 14553298584.85 >5 Years Yes 1494865495.45 7-30 Days Other ABS Collateral 2676449429.25 Full No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Other Supervised Non-Bank Financial Entity No 48321854433.18 >5 Years Yes 4006704885.76 <7 Days Credit Card Receivables 545879659.71 None Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Small Business No 8711024263.72 >5 Years Yes 2835582258.43 <7 Days Auto Loans 4192368937.80 Partial Yes IntW-2487 Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Financial Market Utility No 30471896194.15 <1 Year Yes 9878582623.77 31-90 Days Auto Loans 202973232.25 Full No IntW-5502 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Central Bank No 856627687.29 <1 Year No 8593024056.64 31-90 Days Other ABS Collateral 726282734.07 None No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Non-Financial Corporate No 12964946197.72 1-5 Years Yes 9844324794.62 7-30 Days Credit Card Receivables 3102641343.52 Full No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Broker-Dealer Yes 44526007290.55 >5 Years No 8395222165.56 91-180 Days Auto Loans 3752432339.01 None Yes IntW-4341 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds MDB No 2873615921.54 1-5 Years No 660602693.82 31-90 Days Credit Card Receivables 2017129549.77 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Other Supervised Non-Bank Financial Entity No 4464541467.55 <1 Year No 2314190451.63 7-30 Days Auto Loans 4390033771.17 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Investment Company or Advisor No 18729282172.55 >5 Years Yes 1872243418.50 <7 Days Auto Loans 1193966585.23 Partial Yes IntW-4925 Capital Markets