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 14147.23 Day 3 Yes 281.50 <7 Days Y-3 15214.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9742.09 Day 3 No 26.49 91-180 Days Y-4 10613.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12088.55 Day 3 Yes 786.52 31-90 Days Z-1 13114.19 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35252.72 Day 3 No 741.76 <7 Days A-2 36938.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41326.04 Day 3 No 304.88 7-30 Days A-3 39341.42 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18292.55 Day 3 Yes 1695.67 <7 Days A-4 20789.16 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16220.66 Day 3 No 1268.75 <7 Days A-5 16878.43 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37616.44 Day 3 No 431.19 31-90 Days CB-1 31197.80 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 570.73 Day 3 No 44.78 31-90 Days CB-2 672.60 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41772.96 Day 3 No 3326.06 <7 Days CB-3 38745.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3091.15 Day 3 Yes 292.46 91-180 Days E-1 3115.81 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29026.99 Day 3 No 2225.50 31-90 Days E-2 24773.64 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3648.28 Day 3 Yes 348.11 <7 Days G-1 4279.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20338.69 Day 3 No 1601.01 31-90 Days G-2 20258.58 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10211.37 Day 3 Yes 503.05 91-180 Days G-3 10356.79 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34546.98 Day 3 Yes 3191.58 31-90 Days IG-1 31218.08 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6906.56 Day 3 Yes 426.56 <7 Days IG-2 7875.91 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9840.56 Day 3 Yes 97.59 91-180 Days S-1 8654.77 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23866.06 Day 3 Yes 1793.37 7-30 Days S-2 28379.88 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25395.37 Day 3 Yes 2520.11 91-180 Days S-3 25251.47 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43470.80 Day 3 Yes 859.93 <7 Days S-4 50769.36 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4928.53 Day 3 No 183.23 <7 Days S-5 4532.95 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1078.27 Day 3 Yes 81.51 91-180 Days S-6 1249.23 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33601.62 Day 3 Yes 3190.44 91-180 Days S-7 32672.98 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4103.94 Day 4 Yes 237.05 7-30 Days A-0-Q 3554.86 Full No Investment Banking