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 No 11819.31 >2 Yr <= 3 Yr Yes 1069.40 <7 Days CB-3 11801.21 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 20549.21 >2 Yr <= 3 Yr No 1908.92 <7 Days E-1 17592.13 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 1746.96 >2 Yr <= 3 Yr No 68.18 7-30 Days E-2 1783.79 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 40607.46 >2 Yr <= 3 Yr No 1641.09 31-90 Days G-1 34060.04 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 23878.16 >2 Yr <= 3 Yr Yes 1001.28 91-180 Days G-2 22850.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 35586.68 >2 Yr <= 3 Yr Yes 417.90 7-30 Days G-3 34550.08 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 16419.80 >2 Yr <= 3 Yr No 274.47 31-90 Days IG-1 14757.37 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 30959.11 >2 Yr <= 3 Yr No 2957.23 91-180 Days IG-2 35527.94 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 42916.96 >2 Yr <= 3 Yr Yes 2363.55 31-90 Days S-1 49767.35 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 375.88 >2 Yr <= 3 Yr Yes 28.41 31-90 Days S-2 437.86 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 27053.84 >2 Yr <= 3 Yr Yes 2517.83 31-90 Days S-3 27899.42 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 28430.05 >2 Yr <= 3 Yr Yes 476.63 7-30 Days S-4 33454.15 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 23846.00 >2 Yr <= 3 Yr No 2245.01 <7 Days S-5 27155.17 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 32222.22 >2 Yr <= 3 Yr Yes 2179.92 91-180 Days S-6 35201.48 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 27172.12 >2 Yr <= 3 Yr Yes 880.14 91-180 Days S-7 22197.71 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 30595.20 >3 Yr <= 4 Yr Yes 2262.44 31-90 Days A-0-Q 34324.70 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 40854.48 >3 Yr <= 4 Yr No 2072.57 31-90 Days A-1-Q 48021.20 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 4281.01 >3 Yr <= 4 Yr Yes 288.33 91-180 Days A-2-Q 3802.96 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 14034.57 >3 Yr <= 4 Yr Yes 141.55 <7 Days A-3-Q 11290.94 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 21545.16 >3 Yr <= 4 Yr Yes 660.73 7-30 Days A-4-Q 20643.94 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 26739.44 >3 Yr <= 4 Yr No 1307.52 <7 Days A-5-Q 27988.58 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 40282.89 >3 Yr <= 4 Yr Yes 3339.82 91-180 Days CB-1-Q 43068.85 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 4891.47 >3 Yr <= 4 Yr No 161.49 91-180 Days CB-2-Q 5550.18 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 3072.15 >3 Yr <= 4 Yr No 306.83 91-180 Days S-1-Q 3360.25 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 1858.67 >3 Yr <= 4 Yr Yes 26.80 7-30 Days S-2-Q 2037.55 None No Investment Banking