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 Capital Markets Inc. O.W.5 Covered Bonds Non-Financial Corporate Yes 12983505685.71 1-5 Years No 1548095884.51 31-90 Days Credit Card Receivables 1564798323.39 Partial Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Sovereign Yes 9751206904.40 >5 Years No 2181250440.88 91-180 Days Credit Card Receivables 4588433070.44 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Financial Market Utility Yes 24461733454.90 <1 Year No 1023390396.76 7-30 Days Other ABS Collateral 4927983909.75 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds GSE No 26724687936.29 <1 Year Yes 7507137791.70 7-30 Days Credit Card Receivables 394039225.93 None No IntW-5393 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Non-Regulated Fund Yes 23202081312.54 <1 Year No 3106308741.40 91-180 Days Mortgage-Backed Securities 1090197863.91 None Yes IntW-1485 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Broker-Dealer No 24498843060.10 >5 Years No 5365389426.59 91-180 Days Other ABS Collateral 1373651787.06 None Yes IntW-3364 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Non-Financial Corporate Yes 7752925057.12 >5 Years Yes 1017860368.07 91-180 Days Credit Card Receivables 776268660.82 Partial No IntW-7261 Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Financial Market Utility No 4212792478.72 >5 Years No 7948170793.98 7-30 Days Auto Loans 1460507406.78 Partial Yes IntW-1762 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Central Bank No 10556373138.51 1-5 Years No 7285615114.63 91-180 Days Mortgage-Backed Securities 1712456871.45 Full Yes IntW-6462 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds MDB No 49138693245.58 >5 Years No 7171535837.85 91-180 Days Other ABS Collateral 6372619.54 None No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds MDB Yes 12306863779.57 1-5 Years No 4010619495.97 31-90 Days Other ABS Collateral 1983663125.81 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds GSE Yes 48646598748.43 <1 Year No 2630979889.08 91-180 Days Other ABS Collateral 244002194.78 Full No IntW-7399 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Other Supervised Non-Bank Financial Entity No 6004512753.19 <1 Year Yes 2463990356.70 7-30 Days Mortgage-Backed Securities 4971257866.13 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Retail No 2403797250.76 1-5 Years No 1280357302.44 7-30 Days Other ABS Collateral 3322179744.21 None Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds GSE No 36657670209.22 <1 Year No 2170069277.13 <7 Days Mortgage-Backed Securities 3482921289.89 Full No IntW-2968 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Pension Fund Yes 9799427189.25 >5 Years Yes 9175848432.14 7-30 Days Mortgage-Backed Securities 770529500.51 None No IntW-3441 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Investment Company or Advisor No 16480614881.02 >5 Years No 1865585939.98 7-30 Days Mortgage-Backed Securities 4724176210.93 None No Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Bank Yes 25787666182.57 1-5 Years Yes 1860065391.87 7-30 Days Credit Card Receivables 4602219109.07 Full Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Central Bank Yes 48570958972.20 <1 Year No 9489820071.67 7-30 Days Credit Card Receivables 2406467560.12 None Yes IntW-6560 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Debt Issuing SPE No 14589736478.03 >5 Years No 8089279755.28 <7 Days Other ABS Collateral 684540462.35 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Other Supervised Non-Bank Financial Entity Yes 38625862014.58 >5 Years Yes 2554267584.04 7-30 Days Mortgage-Backed Securities 2824736732.61 None No Trading
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Retail No 41847703569.02 >5 Years Yes 6209943382.57 91-180 Days Auto Loans 4973958399.81 None Yes IntW-8531 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Debt Issuing SPE Yes 36291985270.12 >5 Years Yes 1894157031.76 7-30 Days Auto Loans 317192883.03 Full Yes IntW-8359 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds MDB Yes 25991179450.52 >5 Years Yes 9998614396.13 91-180 Days Auto Loans 1376152875.03 Partial No IntW-3043 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Central Bank No 13324623156.85 >5 Years Yes 1100620217.14 31-90 Days Credit Card Receivables 957262831.87 None No Treasury