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 No 21768.03 Day 59 Yes 2025.23 <7 Days Z-1 18210.96 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 20840.02 Day 59 Yes 1147.25 31-90 Days A-2 17089.43 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 24029.21 Day 59 Yes 2351.85 31-90 Days A-3 21714.08 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 19913.34 Day 59 Yes 1920.34 31-90 Days A-4 17941.47 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 27234.98 Day 59 No 1842.86 31-90 Days A-5 26292.68 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 22043.50 Day 59 Yes 1536.22 31-90 Days CB-1 19824.70 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 36271.08 Day 59 No 3174.39 7-30 Days CB-2 29152.78 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 34383.47 Day 59 No 2882.70 7-30 Days CB-3 41142.24 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 17504.26 Day 59 Yes 1010.51 91-180 Days E-1 17685.92 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 40372.81 Day 59 Yes 569.28 <7 Days E-2 43504.28 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 18202.27 Day 59 No 1647.75 31-90 Days G-1 18126.70 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29355.57 Day 59 No 1613.38 7-30 Days G-2 32889.34 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 32973.11 Day 59 No 139.17 91-180 Days G-3 28751.40 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29056.31 Day 59 Yes 2080.49 7-30 Days IG-1 33734.30 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 21860.89 Day 59 Yes 791.76 7-30 Days IG-2 24400.85 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 31854.04 Day 59 Yes 2096.89 91-180 Days S-1 28671.30 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 101.74 Day 59 No 3.35 7-30 Days S-2 93.33 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 14193.45 Day 59 Yes 1272.22 31-90 Days S-3 14915.06 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29505.99 Day 59 No 145.91 91-180 Days S-4 27042.90 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 33275.70 Day 59 No 2951.16 7-30 Days S-5 38041.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 30244.70 Day 59 No 2075.70 31-90 Days S-6 25655.92 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 12956.15 Day 59 Yes 330.13 91-180 Days S-7 14718.58 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 5071.45 Day 60 No 82.52 91-180 Days A-0-Q 5617.62 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 25052.15 Day 60 No 2262.30 <7 Days A-1-Q 26836.22 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 35637.00 Day 60 No 2629.23 31-90 Days A-2-Q 32523.72 Full No Wholesale Lending