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 Central Bank Yes 13389.69 Day 15 No 655.31 <7 Days N-6 14724.30 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 21182.73 Day 15 No 1948.46 7-30 Days N-7 17747.74 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 201.47 Day 15 No 8.81 31-90 Days P-1 188.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 31885.18 Day 15 No 398.43 31-90 Days P-2 34618.54 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 40762.01 Day 15 Yes 1070.35 7-30 Days S-8 43414.27 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 26508.12 Day 15 No 1526.55 91-180 Days Y-1 30556.73 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 32525.53 Day 15 Yes 3246.31 <7 Days Y-2 33410.75 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 32475.57 Day 15 Yes 2531.47 91-180 Days Y-3 28108.96 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29849.65 Day 15 Yes 2130.48 <7 Days Y-4 31246.71 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 11669.17 Day 15 Yes 1121.25 31-90 Days Z-1 11744.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 33502.17 Day 15 Yes 1254.68 91-180 Days A-2 28075.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 35393.44 Day 15 Yes 378.73 7-30 Days A-3 30200.59 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 19494.45 Day 15 No 919.09 7-30 Days A-4 21013.49 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 11273.23 Day 15 No 485.60 <7 Days A-5 10278.62 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 24407.00 Day 15 Yes 119.99 91-180 Days CB-1 19664.87 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 37377.26 Day 15 No 3080.37 91-180 Days CB-2 35259.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 17919.45 Day 15 No 433.47 91-180 Days CB-3 17010.80 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 31127.73 Day 15 No 534.28 91-180 Days E-1 28072.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 10006.05 Day 15 Yes 104.38 91-180 Days E-2 11737.99 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 27446.00 Day 15 No 1415.89 <7 Days G-1 26458.79 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 31620.63 Day 15 Yes 2107.84 <7 Days G-2 35775.93 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 28048.89 Day 15 No 926.19 7-30 Days G-3 23467.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 30477.38 Day 15 No 2292.14 <7 Days IG-1 25688.40 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 33430.78 Day 15 Yes 596.19 7-30 Days IG-2 36927.57 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 41059.39 Day 15 Yes 4022.96 <7 Days S-1 48231.87 None Yes Liberty International Finance Ltd. Capital Markets