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 Yes 27723.17 Day 55 Yes 884.99 31-90 Days S-8 30136.25 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43734.57 Day 55 Yes 710.47 <7 Days Y-1 47208.74 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26276.43 Day 55 Yes 801.50 7-30 Days Y-2 29919.13 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38175.01 Day 55 Yes 3562.59 7-30 Days Y-3 40533.44 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1552.74 Day 55 No 17.98 <7 Days Y-4 1435.55 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29787.57 Day 55 No 2243.00 7-30 Days Z-1 35490.18 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36085.19 Day 55 No 1911.35 31-90 Days A-2 42259.83 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43145.62 Day 55 No 3090.76 <7 Days A-3 35850.76 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16952.52 Day 55 No 494.06 <7 Days A-4 15997.64 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26219.07 Day 55 No 2441.27 7-30 Days A-5 25957.07 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20721.05 Day 55 Yes 1050.23 <7 Days CB-1 19773.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5869.44 Day 55 Yes 233.66 <7 Days CB-2 6102.91 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27725.78 Day 55 No 41.86 31-90 Days CB-3 26868.78 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16168.96 Day 55 Yes 968.68 7-30 Days E-1 19314.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23169.51 Day 55 No 545.33 31-90 Days E-2 19842.42 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35185.47 Day 55 Yes 2843.70 91-180 Days G-1 36534.03 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19368.43 Day 55 No 1566.28 <7 Days G-2 16859.42 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35574.23 Day 55 Yes 2294.29 31-90 Days G-3 35907.86 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39366.24 Day 55 No 550.48 <7 Days IG-1 32722.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16385.57 Day 55 Yes 1375.65 31-90 Days IG-2 13513.80 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32996.30 Day 55 Yes 1253.65 7-30 Days S-1 32348.49 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36111.79 Day 55 No 61.19 91-180 Days S-2 29884.57 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2687.35 Day 55 Yes 212.80 7-30 Days S-3 3215.02 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24319.12 Day 55 Yes 430.47 31-90 Days S-4 19886.40 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37252.42 Day 55 No 3279.89 31-90 Days S-5 36130.93 Partial No Treasury