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 No 37499.41 Day 1 Yes 2834.11 <7 Days L-2 39136.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18942.02 Day 1 Yes 485.35 7-30 Days L-3 17489.37 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32862.52 Day 1 No 421.50 <7 Days L-4 26813.60 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21468.47 Day 1 No 1612.28 <7 Days L-5 17406.87 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21750.66 Day 1 Yes 1692.25 <7 Days L-6 25062.50 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8804.52 Day 1 No 450.91 91-180 Days L-7 10232.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25059.91 Day 1 Yes 1857.81 91-180 Days L-8 25823.33 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30876.12 Day 1 Yes 1596.10 <7 Days L-9 28788.31 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30759.26 Day 1 Yes 2209.44 91-180 Days LC-1 26456.61 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14545.98 Day 1 Yes 463.82 91-180 Days LC-2 15551.75 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20412.18 Day 1 Yes 1189.29 <7 Days N-1 24057.57 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39026.51 Day 1 Yes 133.43 7-30 Days N-2 31273.21 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29935.84 Day 1 Yes 2314.77 91-180 Days N-3 24774.23 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16776.38 Day 1 Yes 416.84 7-30 Days N-4 15998.59 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13394.40 Day 1 Yes 828.41 <7 Days N-5 11540.10 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30739.77 Day 1 No 2442.18 91-180 Days N-6 26200.50 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5162.91 Day 1 Yes 447.52 31-90 Days N-7 5962.86 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29425.03 Day 1 Yes 2758.82 <7 Days P-1 28867.20 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20032.57 Day 1 No 1890.20 91-180 Days P-2 22233.03 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38232.15 Day 1 No 1887.81 31-90 Days S-8 37687.74 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3889.30 Day 1 Yes 25.16 31-90 Days Y-1 3910.89 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39718.30 Day 1 No 3429.07 7-30 Days Y-2 32298.92 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36790.19 Day 1 Yes 1298.75 7-30 Days Y-3 31137.13 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40259.30 Day 1 No 882.02 <7 Days Y-4 38110.75 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8862.08 Day 1 No 852.52 7-30 Days Z-1 9682.24 Full No Wholesale Lending