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 Yes 13609.45 Day 2 No 1202.76 <7 Days E-6 14033.40 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6068.54 Day 2 No 68.35 31-90 Days E-7 5515.61 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42033.60 Day 2 Yes 2660.86 91-180 Days E-8 49811.64 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17434.40 Day 2 No 1621.83 91-180 Days E-9 15786.59 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3349.73 Day 2 Yes 188.93 91-180 Days G-4 3553.86 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28644.29 Day 2 No 113.84 31-90 Days IG-3 27749.52 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16031.16 Day 2 Yes 1571.48 91-180 Days IG-4 16846.32 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18184.45 Day 2 No 1406.89 31-90 Days IG-5 14858.74 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36788.66 Day 2 Yes 438.82 7-30 Days IG-6 38643.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25754.20 Day 2 No 16.45 7-30 Days IG-7 23876.62 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12349.11 Day 2 No 116.77 91-180 Days IG-8 12951.15 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37458.80 Day 2 Yes 3585.09 31-90 Days L-1 38724.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40043.93 Day 2 Yes 1540.78 31-90 Days L-10 45081.67 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15201.82 Day 2 Yes 722.51 31-90 Days L-11 17854.32 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6487.43 Day 2 No 525.28 91-180 Days L-2 7765.38 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11644.01 Day 2 Yes 677.06 7-30 Days L-3 13905.48 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40450.86 Day 2 No 3580.75 31-90 Days L-4 42772.62 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23119.79 Day 2 Yes 57.98 31-90 Days L-5 23577.05 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18797.70 Day 2 Yes 1405.54 31-90 Days L-6 20093.41 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5607.19 Day 2 Yes 518.97 7-30 Days L-7 4839.89 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10018.71 Day 2 Yes 482.84 7-30 Days L-8 9544.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31052.78 Day 2 Yes 1943.22 31-90 Days L-9 36226.03 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38255.85 Day 2 No 289.03 <7 Days LC-1 41958.71 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29561.33 Day 2 Yes 983.38 <7 Days LC-2 24876.99 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28566.38 Day 2 No 1342.66 7-30 Days N-1 33152.04 Full Yes Liberty Mortgage Services Corp. Treasury