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 International Finance Ltd. O.W.5 Covered Bonds Financial Market Utility No 11864873677.63 1-5 Years Yes 9646156154.20 31-90 Days Other ABS Collateral 3935718387.13 None No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds PSE Yes 44873250549.63 1-5 Years Yes 9632743002.24 31-90 Days Auto Loans 2214215426.47 Partial Yes IntW-4893 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Bank No 4865450817.52 >5 Years No 7529896776.99 7-30 Days Auto Loans 1226215715.05 Full No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Retail Yes 18600040209.02 1-5 Years Yes 6122583621.74 <7 Days Auto Loans 4416223049.78 None Yes IntW-7810 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Non-Regulated Fund No 30198595420.67 1-5 Years Yes 5599684318.31 31-90 Days Mortgage-Backed Securities 2180201652.95 None Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Other No 34807516808.49 <1 Year No 1248387531.19 7-30 Days Mortgage-Backed Securities 3468576439.66 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Other Supranational Yes 22493294010.54 <1 Year Yes 822243013.23 7-30 Days Mortgage-Backed Securities 4551805812.11 None No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Non-Regulated Fund No 31783113487.93 >5 Years No 1805075498.60 31-90 Days Auto Loans 1814734473.23 Full No Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Debt Issuing SPE No 19972060898.04 1-5 Years No 9377263657.92 91-180 Days Other ABS Collateral 3295281041.17 None Yes IntW-5286 Trading
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Broker-Dealer No 42877573924.19 1-5 Years Yes 8875710238.15 7-30 Days Other ABS Collateral 1355735240.39 Full Yes IntW-6734 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Other Supranational Yes 22767827953.64 >5 Years Yes 692868277.75 31-90 Days Other ABS Collateral 2980127841.48 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds MDB Yes 18985703110.54 >5 Years Yes 2313935924.47 91-180 Days Auto Loans 1290142244.47 Full No IntW-9187 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Sovereign No 21577626323.65 <1 Year No 1830433236.54 31-90 Days Mortgage-Backed Securities 985703317.97 Full Yes IntW-7701 Capital Markets
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Debt Issuing SPE Yes 8159873639.07 >5 Years Yes 5700646198.36 <7 Days Credit Card Receivables 2917870328.85 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Retail No 3521507487.65 1-5 Years Yes 3017553872.35 <7 Days Auto Loans 4085143262.13 Full No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Non-Regulated Fund No 21025155149.60 >5 Years No 821193739.06 91-180 Days Credit Card Receivables 1379066958.37 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds PSE No 7219815303.93 >5 Years Yes 6490495804.01 31-90 Days Auto Loans 1677650755.53 Partial No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Financial Market Utility No 31913745504.54 >5 Years No 2025601747.45 31-90 Days Other ABS Collateral 2676839158.44 None No Trading
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Retail Yes 27395062983.93 >5 Years No 1359569250.94 31-90 Days Auto Loans 641764376.08 Full No Capital Markets
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Other Supranational Yes 10971121858.62 <1 Year Yes 9422309700.37 7-30 Days Auto Loans 1751870375.78 Partial Yes IntW-4030 Trading
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Pension Fund No 37315470386.75 1-5 Years Yes 4712291282.18 <7 Days Auto Loans 3404532753.92 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Other Supervised Non-Bank Financial Entity Yes 24066167871.42 >5 Years Yes 4118597666.65 91-180 Days Auto Loans 2881847438.19 Partial No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds PSE Yes 10645374897.61 >5 Years No 3135307256.49 91-180 Days Other ABS Collateral 4693061066.61 None No IntW-4456 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Financial Market Utility No 30455179059.87 1-5 Years No 9885745098.25 <7 Days Other ABS Collateral 4723926613.18 Partial Yes IntW-1675 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Other Supranational No 38166030312.74 <1 Year Yes 1665099524.69 91-180 Days Other ABS Collateral 1273300882.40 Full No IntW-8153 Trading