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 43943.90 Day 30 Yes 619.12 7-30 Days CB-2 38380.45 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 15852.18 Day 30 No 41.79 31-90 Days CB-3 15357.33 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 37030.47 Day 30 Yes 3581.51 91-180 Days E-1 34131.67 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 19269.62 Day 30 No 1790.35 91-180 Days E-2 20177.20 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 36214.58 Day 30 No 1987.77 31-90 Days G-1 33216.35 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29713.00 Day 30 Yes 1224.39 91-180 Days G-2 27866.58 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 40797.44 Day 30 Yes 1916.11 91-180 Days G-3 40375.05 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 34707.66 Day 30 No 1714.99 31-90 Days IG-1 28926.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 3506.68 Day 30 No 167.83 <7 Days IG-2 2911.54 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 10312.18 Day 30 Yes 944.94 31-90 Days S-1 9984.10 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 6103.27 Day 30 No 487.25 31-90 Days S-2 6256.80 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 19978.63 Day 30 No 943.44 <7 Days S-3 21301.45 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 26331.00 Day 30 Yes 2019.05 7-30 Days S-4 25485.94 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 26621.50 Day 30 Yes 2189.16 7-30 Days S-5 31520.23 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 17339.82 Day 30 Yes 697.13 91-180 Days S-6 20728.16 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 15612.55 Day 30 No 505.41 7-30 Days S-7 16451.34 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 538.69 Day 31 Yes 32.21 31-90 Days A-0-Q 527.49 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 33477.65 Day 31 Yes 1348.39 <7 Days A-1-Q 37159.84 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 7023.89 Day 31 No 641.50 <7 Days A-2-Q 7869.48 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 11186.15 Day 31 No 302.35 <7 Days A-3-Q 10739.83 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 27140.40 Day 31 No 134.49 <7 Days A-4-Q 31167.36 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 43648.73 Day 31 Yes 4313.39 7-30 Days A-5-Q 39929.49 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 30083.60 Day 31 Yes 1855.49 91-180 Days CB-1-Q 35432.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 17846.54 Day 31 Yes 1448.57 91-180 Days CB-2-Q 14642.59 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 14776.30 Day 31 Yes 940.41 31-90 Days S-1-Q 16097.05 Partial Yes Liberty Mortgage Services Corp. Trading