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 658.35 >2 Yr <= 3 Yr Yes 27.25 <7 Days LC-2 604.53 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 36120.44 >2 Yr <= 3 Yr No 3568.22 91-180 Days N-1 38936.00 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 32346.58 >2 Yr <= 3 Yr No 2281.84 <7 Days N-2 36621.12 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 3283.75 >2 Yr <= 3 Yr No 276.78 91-180 Days N-3 3928.05 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 8324.50 >2 Yr <= 3 Yr No 107.71 <7 Days N-4 7121.52 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 15170.52 >2 Yr <= 3 Yr No 31.07 <7 Days N-5 12895.82 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 5946.84 >2 Yr <= 3 Yr Yes 395.67 31-90 Days N-6 5565.97 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 26426.17 >2 Yr <= 3 Yr No 1377.57 7-30 Days N-7 24952.85 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 29941.80 >2 Yr <= 3 Yr Yes 419.40 7-30 Days P-1 33829.27 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 36208.41 >2 Yr <= 3 Yr Yes 3069.50 7-30 Days P-2 40576.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 23430.98 >2 Yr <= 3 Yr No 376.27 91-180 Days S-8 27090.89 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 27106.90 >2 Yr <= 3 Yr Yes 964.30 <7 Days Y-1 29931.64 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10021.09 >2 Yr <= 3 Yr Yes 681.89 31-90 Days Y-2 10109.39 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 19520.74 >2 Yr <= 3 Yr Yes 1580.28 <7 Days Y-3 20749.91 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 39283.98 >2 Yr <= 3 Yr Yes 83.75 <7 Days Y-4 34280.67 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 32704.23 >2 Yr <= 3 Yr No 2599.57 91-180 Days Z-1 27190.44 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6859.57 >2 Yr <= 3 Yr Yes 100.98 7-30 Days A-2 7360.63 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 1884.40 >2 Yr <= 3 Yr Yes 11.94 91-180 Days A-3 2005.76 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37859.08 >2 Yr <= 3 Yr Yes 1920.56 91-180 Days A-4 45113.51 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 26668.66 >2 Yr <= 3 Yr Yes 376.30 <7 Days A-5 27534.57 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 2158.83 >2 Yr <= 3 Yr Yes 27.63 7-30 Days CB-1 1797.80 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 24610.84 >2 Yr <= 3 Yr Yes 1062.74 91-180 Days CB-2 24892.45 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 4973.16 >2 Yr <= 3 Yr Yes 47.60 <7 Days CB-3 5000.87 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 14357.87 >2 Yr <= 3 Yr Yes 705.66 <7 Days E-1 16185.88 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 39971.83 >2 Yr <= 3 Yr No 1442.59 91-180 Days E-2 45323.74 Partial Yes Liberty Capital Markets Inc. Treasury