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 1314.23 >3 Yr <= 4 Yr No 101.70 91-180 Days P-1 1540.38 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 14388.92 >3 Yr <= 4 Yr No 225.91 <7 Days P-2 13691.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 21942.91 >3 Yr <= 4 Yr Yes 608.98 91-180 Days S-8 17904.95 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 1052.38 >3 Yr <= 4 Yr Yes 36.21 91-180 Days Y-1 1105.70 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 27989.39 >3 Yr <= 4 Yr No 1279.65 7-30 Days Y-2 22503.02 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 35819.66 >3 Yr <= 4 Yr Yes 1948.46 31-90 Days Y-3 41006.26 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 24194.09 >3 Yr <= 4 Yr Yes 1410.17 7-30 Days Y-4 25210.71 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 18272.85 >3 Yr <= 4 Yr No 36.28 7-30 Days Z-1 20585.33 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29112.16 >3 Yr <= 4 Yr Yes 2255.37 7-30 Days A-2 28026.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 6358.99 >3 Yr <= 4 Yr Yes 517.79 7-30 Days A-3 5753.69 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 23468.96 >3 Yr <= 4 Yr Yes 985.42 7-30 Days A-4 25235.51 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 43425.87 >3 Yr <= 4 Yr No 2336.28 31-90 Days A-5 50934.82 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 9711.11 >3 Yr <= 4 Yr Yes 919.74 91-180 Days CB-1 7884.67 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 43504.79 >3 Yr <= 4 Yr Yes 1398.62 31-90 Days CB-2 50843.26 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 16766.22 >3 Yr <= 4 Yr Yes 1428.67 31-90 Days CB-3 19456.36 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 12009.38 >3 Yr <= 4 Yr Yes 934.39 31-90 Days E-1 12371.75 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 35842.75 >3 Yr <= 4 Yr No 1968.08 7-30 Days E-2 37881.05 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 37946.64 >3 Yr <= 4 Yr No 2888.30 7-30 Days G-1 42789.98 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 19912.76 >3 Yr <= 4 Yr Yes 451.55 31-90 Days G-2 21368.03 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 37355.98 >3 Yr <= 4 Yr No 3697.66 7-30 Days G-3 38649.83 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 17539.34 >3 Yr <= 4 Yr Yes 1054.00 91-180 Days IG-1 16725.21 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 3908.06 >3 Yr <= 4 Yr Yes 320.82 7-30 Days IG-2 3686.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 29623.39 >3 Yr <= 4 Yr No 34.85 <7 Days S-1 32903.83 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 38726.82 >3 Yr <= 4 Yr Yes 1644.69 31-90 Days S-2 32455.67 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 41039.80 >3 Yr <= 4 Yr No 700.26 7-30 Days S-3 43053.65 Partial No Trading