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 Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Non-Financial Corporate No 32672910520.18 <1 Year Yes 6676858517.25 31-90 Days Credit Card Receivables 714715177.76 None No IntW-6010 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Retail No 16159681656.34 1-5 Years Yes 2540402264.62 91-180 Days Mortgage-Backed Securities 483316048.18 None No IntW-9595 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Investment Company or Advisor Yes 14645003493.31 <1 Year No 9550461034.64 91-180 Days Auto Loans 2966962905.68 Full Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE No 22255899395.58 1-5 Years No 2946775536.31 <7 Days Other ABS Collateral 3066603087.51 Partial No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Other No 30620340435.37 <1 Year Yes 5875995134.94 31-90 Days Credit Card Receivables 1553783731.91 Full Yes IntW-7587 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE No 28775432871.04 1-5 Years No 8076901590.47 31-90 Days Other ABS Collateral 2909428599.74 Full No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE No 49869739199.50 >5 Years No 4128615322.83 31-90 Days Auto Loans 1911131604.52 Partial No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Sovereign No 29031374746.42 1-5 Years No 3947778053.59 91-180 Days Mortgage-Backed Securities 2466245280.61 Partial No IntW-9431 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE No 11085409672.67 >5 Years No 9996208694.02 <7 Days Mortgage-Backed Securities 2736129191.12 None No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Non-Financial Corporate No 26926225249.71 1-5 Years No 8603111233.41 7-30 Days Auto Loans 1832956042.24 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Debt Issuing SPE No 23595810501.28 >5 Years No 7111232679.83 31-90 Days Auto Loans 140828718.57 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Investment Company or Advisor Yes 11817030860.05 >5 Years Yes 113585607.72 <7 Days Auto Loans 1437409458.27 Full No IntW-2175 Capital Markets
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 22032156199.52 >5 Years No 2252170123.80 7-30 Days Mortgage-Backed Securities 2627830712.68 Partial No IntW-6867 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Debt Issuing SPE No 8850491367.04 1-5 Years Yes 3738062609.60 7-30 Days Mortgage-Backed Securities 1188742627.87 None No IntW-4362 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Financial Market Utility No 42611273430.72 1-5 Years Yes 7910555364.95 <7 Days Credit Card Receivables 1387819374.76 Partial No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds PSE No 14361961163.26 >5 Years Yes 9593280269.15 91-180 Days Other ABS Collateral 4911751176.88 Full Yes IntW-8627 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds MDB No 29670797158.46 1-5 Years Yes 3133153022.95 91-180 Days Mortgage-Backed Securities 4802046981.35 Partial No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Small Business No 7408047962.58 >5 Years No 8027766368.36 31-90 Days Auto Loans 3855702607.12 Full No Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds GSE No 24351386476.05 <1 Year No 8487329726.16 91-180 Days Auto Loans 3724952415.37 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Bank No 25859015119.55 1-5 Years Yes 4052379574.58 <7 Days Credit Card Receivables 4148280779.63 None Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Other Supranational No 28186266199.65 1-5 Years Yes 4943167753.18 <7 Days Other ABS Collateral 1344570947.59 None Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Central Bank No 14853838069.45 <1 Year No 6188876927.08 31-90 Days Mortgage-Backed Securities 3957928329.12 None Yes IntW-1923 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds MDB Yes 24421563589.46 >5 Years Yes 8576128501.81 91-180 Days Auto Loans 4948191322.38 Full No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Bank No 4034617877.46 <1 Year Yes 9227823500.57 7-30 Days Other ABS Collateral 4752222902.23 Partial Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Investment Company or Advisor Yes 12769156101.28 >5 Years Yes 5951170629.91 91-180 Days Auto Loans 2516704640.48 Partial No Wholesale Lending