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 Non-Financial Corporate Yes 13773.61 271 - 364 Days No 1257.94 7-30 Days IG-1 15019.97 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6900.52 271 - 364 Days Yes 249.37 <7 Days IG-2 6077.82 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25066.40 271 - 364 Days Yes 926.17 91-180 Days S-1 26966.64 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 39966.79 271 - 364 Days Yes 2342.77 <7 Days S-2 42219.47 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 1129.75 271 - 364 Days Yes 111.63 <7 Days S-3 912.36 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 21683.54 271 - 364 Days No 961.84 31-90 Days S-4 21600.58 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 12877.56 271 - 364 Days No 622.86 <7 Days S-5 11418.94 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 32533.09 271 - 364 Days No 1036.85 31-90 Days S-6 35463.59 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 7262.53 271 - 364 Days Yes 275.24 7-30 Days S-7 5886.99 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 17550.04 >= 1 Yr <= 2 Yr No 1319.09 7-30 Days A-0-Q 14303.34 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 7615.49 >= 1 Yr <= 2 Yr No 432.93 <7 Days A-1-Q 7380.85 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34186.41 >= 1 Yr <= 2 Yr Yes 664.22 <7 Days A-2-Q 27396.26 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 33533.51 >= 1 Yr <= 2 Yr Yes 1318.76 7-30 Days A-3-Q 39094.56 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 19309.56 >= 1 Yr <= 2 Yr No 57.58 31-90 Days A-4-Q 21020.03 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 9564.23 >= 1 Yr <= 2 Yr Yes 682.10 91-180 Days A-5-Q 9853.85 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 21687.25 >= 1 Yr <= 2 Yr Yes 2002.41 <7 Days CB-1-Q 24674.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 5626.56 >= 1 Yr <= 2 Yr No 123.84 <7 Days CB-2-Q 5657.06 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 24588.86 >= 1 Yr <= 2 Yr Yes 2249.68 91-180 Days S-1-Q 24321.15 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 3447.30 >= 1 Yr <= 2 Yr Yes 285.50 7-30 Days S-2-Q 3750.08 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34539.11 >= 1 Yr <= 2 Yr No 2840.13 31-90 Days S-3-Q 28513.17 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 25253.87 >= 1 Yr <= 2 Yr No 2368.00 31-90 Days S-4-Q 23704.14 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 7647.89 >= 1 Yr <= 2 Yr No 650.50 <7 Days CB-3-Q 6632.36 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 8488.18 >= 1 Yr <= 2 Yr Yes 729.27 91-180 Days G-1-Q 9303.48 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 32550.41 >= 1 Yr <= 2 Yr Yes 818.85 7-30 Days G-2-Q 26945.62 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 26908.65 >= 1 Yr <= 2 Yr No 1527.00 31-90 Days G-3-Q 23686.22 Full Yes Liberty International Finance Ltd. Treasury