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 No 35409.80 >3 Yr <= 4 Yr Yes 413.71 91-180 Days IG-7 40608.64 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 9941.90 >3 Yr <= 4 Yr No 199.18 <7 Days IG-8 8603.28 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 13067.55 >3 Yr <= 4 Yr No 1133.91 31-90 Days L-1 15606.70 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 13183.77 >3 Yr <= 4 Yr No 1248.06 <7 Days L-10 14757.02 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 16836.93 >3 Yr <= 4 Yr No 581.45 31-90 Days L-11 16465.28 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 17147.36 >3 Yr <= 4 Yr No 76.57 7-30 Days L-2 18990.31 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 7444.14 >3 Yr <= 4 Yr Yes 709.31 91-180 Days L-3 7910.22 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 7264.30 >3 Yr <= 4 Yr No 12.12 <7 Days L-4 7474.87 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 13563.98 >3 Yr <= 4 Yr No 587.46 <7 Days L-5 15000.60 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 1470.72 >3 Yr <= 4 Yr No 60.33 <7 Days L-6 1717.62 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10934.88 >3 Yr <= 4 Yr No 831.00 <7 Days L-7 10906.16 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42243.82 >3 Yr <= 4 Yr No 1997.33 91-180 Days L-8 46773.54 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 279.50 >3 Yr <= 4 Yr Yes 14.03 91-180 Days L-9 300.09 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25008.57 >3 Yr <= 4 Yr No 1956.73 31-90 Days LC-1 20927.23 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 19405.26 >3 Yr <= 4 Yr No 39.26 7-30 Days LC-2 18641.52 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 1035.47 >3 Yr <= 4 Yr Yes 45.90 <7 Days N-1 966.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42668.42 >3 Yr <= 4 Yr Yes 3350.89 <7 Days N-2 47820.10 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38820.80 >3 Yr <= 4 Yr No 2862.52 31-90 Days N-3 41558.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 37983.27 >3 Yr <= 4 Yr Yes 3355.38 91-180 Days N-4 43790.99 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 30135.91 >3 Yr <= 4 Yr Yes 485.17 7-30 Days N-5 25435.07 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6352.04 >3 Yr <= 4 Yr No 24.10 31-90 Days N-6 5968.74 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 23733.21 >3 Yr <= 4 Yr Yes 138.18 31-90 Days N-7 20730.82 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 26886.98 >3 Yr <= 4 Yr Yes 2324.58 31-90 Days P-1 31504.55 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 30561.08 >3 Yr <= 4 Yr Yes 1086.19 <7 Days P-2 24477.82 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 6304.28 >3 Yr <= 4 Yr Yes 73.24 <7 Days S-8 5270.32 Partial Yes Liberty Mortgage Services Corp. Capital Markets