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
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 18742.55 >= 1 Yr <= 2 Yr Yes 752.62 <7 Days S-7 15766.27 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 3971.31 >2 Yr <= 3 Yr No 81.06 91-180 Days A-0-Q 4443.13 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 10971.51 >2 Yr <= 3 Yr No 935.77 7-30 Days A-1-Q 11842.42 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 41238.94 >2 Yr <= 3 Yr Yes 607.14 91-180 Days A-2-Q 45014.21 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 39640.87 >2 Yr <= 3 Yr No 209.61 91-180 Days A-3-Q 41750.78 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 11474.90 >2 Yr <= 3 Yr Yes 569.53 31-90 Days A-4-Q 9948.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 11525.54 >2 Yr <= 3 Yr Yes 718.73 91-180 Days A-5-Q 13237.74 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 21085.30 >2 Yr <= 3 Yr No 210.00 <7 Days CB-1-Q 21894.26 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 7274.54 >2 Yr <= 3 Yr Yes 100.60 <7 Days CB-2-Q 7481.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 6685.80 >2 Yr <= 3 Yr No 447.67 31-90 Days S-1-Q 6374.38 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 36690.00 >2 Yr <= 3 Yr No 2379.22 31-90 Days S-2-Q 31305.13 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 28142.87 >2 Yr <= 3 Yr No 707.52 <7 Days S-3-Q 28086.50 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 26343.17 >2 Yr <= 3 Yr Yes 346.54 31-90 Days S-4-Q 25173.04 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 16711.59 >2 Yr <= 3 Yr Yes 146.62 7-30 Days CB-3-Q 14508.68 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 22644.85 >2 Yr <= 3 Yr Yes 32.66 31-90 Days G-1-Q 25975.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 25136.67 >2 Yr <= 3 Yr No 635.20 31-90 Days G-2-Q 26115.06 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 39450.24 >2 Yr <= 3 Yr Yes 2133.49 91-180 Days G-3-Q 41812.98 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 3027.25 >2 Yr <= 3 Yr Yes 141.67 31-90 Days S-5-Q 3492.52 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 36488.43 >2 Yr <= 3 Yr No 2455.72 91-180 Days S-6-Q 38902.00 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 15796.91 >2 Yr <= 3 Yr No 6.03 91-180 Days S-7-Q 18509.96 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 30138.29 >2 Yr <= 3 Yr No 2060.62 91-180 Days E-1-Q 32593.01 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 12840.30 >2 Yr <= 3 Yr No 177.20 <7 Days E-2-Q 12102.98 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 14240.33 >2 Yr <= 3 Yr No 963.27 31-90 Days IG-1-Q 12863.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 19982.71 >2 Yr <= 3 Yr No 335.73 <7 Days IG-2-Q 19466.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 28914.52 >2 Yr <= 3 Yr No 1512.86 7-30 Days C-1 29740.95 None Yes Liberty Mortgage Services Corp. Investment Banking