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 7339.92 Day 2 No 38.37 31-90 Days N-2 8346.59 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25298.17 Day 2 No 1194.95 7-30 Days N-3 29178.09 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6582.91 Day 2 Yes 423.04 31-90 Days N-4 5867.47 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3036.73 Day 2 No 180.87 31-90 Days N-5 2844.41 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11483.96 Day 2 Yes 47.62 31-90 Days N-6 12108.24 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22858.80 Day 2 No 226.66 7-30 Days N-7 19963.88 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16084.76 Day 2 Yes 1196.38 91-180 Days P-1 14827.36 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14202.92 Day 2 Yes 747.51 31-90 Days P-2 15623.26 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35684.45 Day 2 No 2824.70 7-30 Days S-8 34945.75 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3649.87 Day 2 No 126.80 7-30 Days Y-1 4076.31 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41245.19 Day 2 No 2518.58 7-30 Days Y-2 43579.52 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 633.00 Day 2 Yes 38.37 91-180 Days Y-3 625.90 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13686.60 Day 2 Yes 818.08 7-30 Days Y-4 13753.03 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16490.95 Day 2 No 213.87 7-30 Days Z-1 14437.22 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24802.25 Day 2 No 1308.52 91-180 Days A-2 25303.20 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34302.28 Day 2 No 2685.14 31-90 Days A-3 40879.35 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5583.44 Day 2 Yes 287.84 <7 Days A-4 6091.67 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4213.11 Day 2 No 70.82 31-90 Days A-5 4446.16 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11316.64 Day 2 No 429.33 91-180 Days CB-1 9185.79 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4534.65 Day 2 No 27.11 91-180 Days CB-2 5137.73 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11209.56 Day 2 No 913.81 31-90 Days CB-3 8990.48 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22773.40 Day 2 Yes 1989.82 7-30 Days E-1 22196.30 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12530.54 Day 2 Yes 147.10 <7 Days E-2 13172.65 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27725.74 Day 2 Yes 575.04 91-180 Days G-1 24493.74 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9966.87 Day 2 Yes 726.92 31-90 Days G-2 9860.22 Full Yes Liberty Capital Markets Inc. Wholesale Lending