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 Sovereign No 29.14 Day 51 No 0.27 <7 Days L-2 30.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3739.92 Day 51 No 171.06 7-30 Days L-3 4046.44 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43061.74 Day 51 Yes 2800.02 31-90 Days L-4 42107.91 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25117.80 Day 51 Yes 1195.48 7-30 Days L-5 27422.16 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19708.90 Day 51 No 236.71 <7 Days L-6 17625.08 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28904.33 Day 51 Yes 2409.61 <7 Days L-7 31934.71 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36786.60 Day 51 Yes 1936.08 7-30 Days L-8 34694.14 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7882.03 Day 51 Yes 324.44 31-90 Days L-9 7687.06 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 53.77 Day 51 No 3.50 <7 Days LC-1 59.05 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3189.70 Day 51 No 301.40 31-90 Days LC-2 3795.16 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 252.59 Day 51 Yes 7.10 31-90 Days N-1 207.04 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5350.80 Day 51 No 160.39 91-180 Days N-2 4481.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20630.03 Day 51 No 1902.90 <7 Days N-3 19109.79 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14830.65 Day 51 No 1398.67 31-90 Days N-4 15894.49 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6647.32 Day 51 No 546.90 <7 Days N-5 5355.98 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17414.93 Day 51 Yes 681.59 31-90 Days N-6 17150.67 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16604.16 Day 51 Yes 33.58 91-180 Days N-7 17026.55 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23465.80 Day 51 Yes 1601.95 7-30 Days P-1 22041.92 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38764.88 Day 51 Yes 3014.82 91-180 Days P-2 36364.93 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18672.27 Day 51 Yes 182.97 31-90 Days S-8 17620.44 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13152.31 Day 51 Yes 844.72 31-90 Days Y-1 10571.85 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21785.20 Day 51 No 96.40 7-30 Days Y-2 20969.69 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7105.87 Day 51 Yes 600.41 31-90 Days Y-3 6742.06 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31722.58 Day 51 No 335.60 7-30 Days Y-4 33049.08 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28789.59 Day 51 No 2667.35 91-180 Days Z-1 26504.50 Partial No Capital Markets