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 6402.56 >4 Yr <= 5 Yr Yes 416.78 91-180 Days CB-4 5142.05 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 1785.32 >4 Yr <= 5 Yr Yes 127.75 91-180 Days E-10 1587.03 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25029.77 >4 Yr <= 5 Yr Yes 1144.63 31-90 Days E-3 20312.37 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 17950.16 >4 Yr <= 5 Yr No 951.18 91-180 Days E-4 17780.17 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 34144.40 >4 Yr <= 5 Yr Yes 1648.02 7-30 Days E-5 31570.74 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25882.49 >4 Yr <= 5 Yr Yes 729.49 91-180 Days E-6 22486.96 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 43583.89 >4 Yr <= 5 Yr Yes 3759.54 31-90 Days E-7 48152.05 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42356.27 >4 Yr <= 5 Yr No 160.97 <7 Days E-8 37029.65 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6488.21 >4 Yr <= 5 Yr No 327.80 <7 Days E-9 6574.71 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 29314.98 >4 Yr <= 5 Yr No 2544.42 7-30 Days G-4 34657.73 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 35815.41 >4 Yr <= 5 Yr Yes 2642.08 31-90 Days IG-3 30922.44 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42005.39 >4 Yr <= 5 Yr Yes 43.28 91-180 Days IG-4 46694.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 67.92 >4 Yr <= 5 Yr Yes 1.50 7-30 Days IG-5 76.45 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 36239.84 >4 Yr <= 5 Yr No 2984.42 7-30 Days IG-6 39890.58 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 40519.70 >4 Yr <= 5 Yr No 1153.67 31-90 Days IG-7 33695.10 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 30574.66 >4 Yr <= 5 Yr Yes 2858.71 7-30 Days IG-8 34081.96 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 19043.66 >4 Yr <= 5 Yr No 1119.93 <7 Days L-1 18015.27 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 11549.13 >4 Yr <= 5 Yr Yes 671.25 31-90 Days L-10 13270.74 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37720.67 >4 Yr <= 5 Yr No 1916.85 <7 Days L-11 39933.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 43989.25 >4 Yr <= 5 Yr Yes 600.42 7-30 Days L-2 40744.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 3467.68 >4 Yr <= 5 Yr Yes 204.46 31-90 Days L-3 4046.65 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 6258.14 >4 Yr <= 5 Yr Yes 576.58 7-30 Days L-4 6922.15 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 517.85 >4 Yr <= 5 Yr Yes 41.62 31-90 Days L-5 433.13 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 11199.39 >4 Yr <= 5 Yr Yes 568.90 7-30 Days L-6 9927.84 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 10931.74 >4 Yr <= 5 Yr Yes 398.16 <7 Days L-7 13068.75 Full Yes Liberty International Finance Ltd. Wholesale Lending