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 32694.41 >3 Yr <= 4 Yr Yes 2323.74 <7 Days Y-1 28747.93 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 18088.87 >3 Yr <= 4 Yr No 1028.77 7-30 Days Y-2 20625.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6821.96 >3 Yr <= 4 Yr Yes 10.72 <7 Days Y-3 6979.99 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 19107.60 >3 Yr <= 4 Yr No 492.86 31-90 Days Y-4 21103.57 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 40224.95 >3 Yr <= 4 Yr No 2525.71 7-30 Days Z-1 42256.22 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38972.65 >3 Yr <= 4 Yr No 1482.95 91-180 Days A-2 32939.63 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 38345.61 >3 Yr <= 4 Yr Yes 2416.40 91-180 Days A-3 37061.37 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 8691.03 >3 Yr <= 4 Yr No 398.43 91-180 Days A-4 9952.68 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 28396.61 >3 Yr <= 4 Yr Yes 2477.41 91-180 Days A-5 31390.17 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25598.01 >3 Yr <= 4 Yr Yes 2342.79 91-180 Days CB-1 29181.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 7300.46 >3 Yr <= 4 Yr Yes 6.78 7-30 Days CB-2 7741.00 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6146.57 >3 Yr <= 4 Yr No 554.47 <7 Days CB-3 5285.76 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 11532.48 >3 Yr <= 4 Yr Yes 1140.87 7-30 Days E-1 10170.03 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 9848.64 >3 Yr <= 4 Yr Yes 695.06 7-30 Days E-2 8946.93 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 12956.90 >3 Yr <= 4 Yr No 1121.93 <7 Days G-1 14690.24 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 1421.67 >3 Yr <= 4 Yr No 62.12 31-90 Days G-2 1445.78 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 24082.84 >3 Yr <= 4 Yr No 1180.37 31-90 Days G-3 28582.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 13144.02 >3 Yr <= 4 Yr No 987.40 31-90 Days IG-1 12364.83 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 21374.98 >3 Yr <= 4 Yr Yes 333.87 31-90 Days IG-2 22924.15 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 34533.92 >3 Yr <= 4 Yr No 617.50 <7 Days S-1 36642.99 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 26484.34 >3 Yr <= 4 Yr Yes 1454.58 7-30 Days S-2 25422.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 38335.98 >3 Yr <= 4 Yr No 396.60 91-180 Days S-3 39721.58 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38317.40 >3 Yr <= 4 Yr No 3170.23 <7 Days S-4 45325.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 20584.00 >3 Yr <= 4 Yr No 49.63 91-180 Days S-5 20218.72 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 35492.34 >3 Yr <= 4 Yr Yes 2258.03 7-30 Days S-6 38919.41 Partial No Investment Banking