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 1850.87 >= 1 Yr <= 2 Yr Yes 71.25 91-180 Days Y-4 1779.71 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 21916.51 >= 1 Yr <= 2 Yr No 1094.28 31-90 Days Z-1 17864.74 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 33968.43 >= 1 Yr <= 2 Yr Yes 3188.57 31-90 Days A-2 40486.67 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 22402.11 >= 1 Yr <= 2 Yr Yes 1866.57 91-180 Days A-3 25668.01 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 12204.40 >= 1 Yr <= 2 Yr No 730.68 91-180 Days A-4 11005.00 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 15218.53 >= 1 Yr <= 2 Yr No 569.66 7-30 Days A-5 13018.43 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6765.28 >= 1 Yr <= 2 Yr Yes 326.90 91-180 Days CB-1 6292.19 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 40908.90 >= 1 Yr <= 2 Yr Yes 1124.90 7-30 Days CB-2 34966.44 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18798.95 >= 1 Yr <= 2 Yr Yes 756.28 7-30 Days CB-3 21853.86 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 39273.73 >= 1 Yr <= 2 Yr No 3569.12 7-30 Days E-1 43675.52 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6506.50 >= 1 Yr <= 2 Yr Yes 644.68 31-90 Days E-2 5943.89 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 8163.14 >= 1 Yr <= 2 Yr No 226.43 31-90 Days G-1 8592.39 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 28632.93 >= 1 Yr <= 2 Yr Yes 237.29 <7 Days G-2 25889.52 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 15401.70 >= 1 Yr <= 2 Yr No 1098.90 91-180 Days G-3 16032.52 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 8755.79 >= 1 Yr <= 2 Yr No 432.99 7-30 Days IG-1 9762.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 4165.77 >= 1 Yr <= 2 Yr No 271.84 91-180 Days IG-2 4138.12 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18974.86 >= 1 Yr <= 2 Yr Yes 1813.94 <7 Days S-1 19507.74 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 29076.20 >= 1 Yr <= 2 Yr Yes 308.12 <7 Days S-2 33498.68 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 36981.97 >= 1 Yr <= 2 Yr No 3264.08 31-90 Days S-3 31353.11 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 23561.68 >= 1 Yr <= 2 Yr Yes 1085.08 7-30 Days S-4 21350.23 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5169.87 >= 1 Yr <= 2 Yr Yes 53.60 7-30 Days S-5 5527.75 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 41359.24 >= 1 Yr <= 2 Yr No 3759.99 91-180 Days S-6 37524.57 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 42391.80 >= 1 Yr <= 2 Yr Yes 3134.93 <7 Days S-7 42660.99 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 38441.01 >2 Yr <= 3 Yr Yes 1417.65 <7 Days A-0-Q 36134.58 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 24268.28 >2 Yr <= 3 Yr Yes 290.07 31-90 Days A-1-Q 26156.26 None Yes Liberty International Finance Ltd. Investment Banking