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 Small Business Yes 40230754559.87 1-5 Years No 910230258.59 31-90 Days Credit Card Receivables 420119615.64 Partial Yes IntW-5849 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Sovereign No 12125310709.71 >5 Years Yes 9288780025.15 91-180 Days Auto Loans 3478671069.85 Full No IntW-7455 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Retail Yes 39563314478.63 1-5 Years Yes 4814026218.35 31-90 Days Mortgage-Backed Securities 1813471257.15 None No IntW-2328 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds MDB No 47442845205.65 <1 Year No 6132313151.38 <7 Days Credit Card Receivables 3255275210.01 None Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Bank No 35362981415.15 <1 Year No 5311489531.49 <7 Days Credit Card Receivables 3024494633.32 None Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Investment Company or Advisor No 1091376290.89 >5 Years Yes 6112694094.26 31-90 Days Other ABS Collateral 1090200194.84 None No IntW-5886 Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Small Business No 42212863676.30 1-5 Years No 3212941093.22 <7 Days Auto Loans 2817962933.73 Full Yes IntW-7972 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Non-Regulated Fund No 33070177764.46 <1 Year No 9054587291.79 7-30 Days Credit Card Receivables 392025503.85 Partial No IntW-6761 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds Investment Company or Advisor No 24147738857.72 <1 Year No 9641095595.53 7-30 Days Other ABS Collateral 4787069736.91 None Yes IntW-9462 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds GSE Yes 23476087083.04 <1 Year Yes 8283662879.88 7-30 Days Auto Loans 2855623456.84 None Yes IntW-8365 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds Pension Fund No 13006182671.54 >5 Years Yes 4622647098.42 91-180 Days Auto Loans 637988966.69 Partial Yes IntW-5638 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Small Business Yes 23310991892.39 >5 Years Yes 2048155678.80 31-90 Days Auto Loans 4180062170.73 None Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.5 Covered Bonds Small Business No 20879944508.02 1-5 Years No 6011638466.82 7-30 Days Mortgage-Backed Securities 4397995252.26 Partial No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE Yes 7025922256.90 <1 Year Yes 9035713867.15 91-180 Days Other ABS Collateral 4771005273.16 None No IntW-3472 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds GSE No 24343942955.59 1-5 Years No 3735417877.89 91-180 Days Credit Card Receivables 1888087267.07 None Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Bank Yes 38282057479.01 <1 Year Yes 9869091661.11 91-180 Days Other ABS Collateral 4566284481.96 Partial No IntW-1323 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds Investment Company or Advisor Yes 42195424318.63 >5 Years No 1309873217.38 7-30 Days Auto Loans 3227975590.15 Partial Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Broker-Dealer No 48455695013.95 >5 Years Yes 7740595131.48 91-180 Days Other ABS Collateral 3219487330.91 None No Capital Markets
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Other Yes 11923684763.08 <1 Year Yes 6348624688.73 91-180 Days Credit Card Receivables 2978325166.76 Full Yes IntW-9202 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Small Business No 1289189742.94 <1 Year Yes 4657558546.23 7-30 Days Credit Card Receivables 3126114566.19 Partial Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.5 Covered Bonds PSE No 14541388702.58 >5 Years Yes 8896341071.84 <7 Days Credit Card Receivables 4327264084.64 Full No IntW-6002 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.5 Covered Bonds GSE Yes 25595659884.91 1-5 Years Yes 657872399.70 7-30 Days Mortgage-Backed Securities 4312313465.35 Full Yes Treasury
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Non-Regulated Fund No 18359209992.37 <1 Year Yes 3264287365.56 7-30 Days Credit Card Receivables 3245243872.14 Full No IntW-1618 Wholesale Lending
2025-09-09 Liberty National Bank O.W.5 Covered Bonds Pension Fund Yes 44660500654.59 <1 Year Yes 696803906.52 31-90 Days Other ABS Collateral 2958642069.07 Partial Yes IntW-5961 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.5 Covered Bonds PSE Yes 20514757444.29 >5 Years Yes 7761328908.42 31-90 Days Mortgage-Backed Securities 1417363681.76 Partial No Capital Markets