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 19376.22 Day 4 Yes 1379.00 31-90 Days A-1-Q 16044.62 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26086.32 Day 4 No 2457.49 31-90 Days A-2-Q 22293.24 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42275.96 Day 4 Yes 932.76 <7 Days A-3-Q 48335.22 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34890.31 Day 4 No 1632.92 31-90 Days A-4-Q 39925.06 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30835.36 Day 4 No 1108.29 91-180 Days A-5-Q 30869.82 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24900.92 Day 4 Yes 1680.20 31-90 Days CB-1-Q 22133.33 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6344.88 Day 4 Yes 73.86 7-30 Days CB-2-Q 5400.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31341.65 Day 4 Yes 576.29 91-180 Days S-1-Q 27196.28 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37824.64 Day 4 Yes 1390.72 31-90 Days S-2-Q 38582.49 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12140.90 Day 4 Yes 211.98 31-90 Days S-3-Q 10641.53 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14263.27 Day 4 No 1179.25 <7 Days S-4-Q 11545.41 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 270.97 Day 4 No 6.42 7-30 Days CB-3-Q 254.30 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23440.54 Day 4 Yes 8.08 31-90 Days G-1-Q 25570.33 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22553.03 Day 4 Yes 1017.61 31-90 Days G-2-Q 21843.51 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14597.80 Day 4 No 297.33 91-180 Days G-3-Q 13107.57 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5827.02 Day 4 No 145.89 7-30 Days S-5-Q 6053.41 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24659.99 Day 4 Yes 2046.93 91-180 Days S-6-Q 24748.65 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36453.20 Day 4 No 1466.74 91-180 Days S-7-Q 43244.32 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24640.04 Day 4 Yes 2038.91 91-180 Days E-1-Q 26419.39 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9777.79 Day 4 No 888.86 <7 Days E-2-Q 11680.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30685.43 Day 4 No 156.06 <7 Days IG-1-Q 24558.98 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33719.99 Day 4 No 1574.47 31-90 Days IG-2-Q 33500.05 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42061.76 Day 4 Yes 1189.86 7-30 Days C-1 33823.32 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 555.02 Day 4 No 4.70 7-30 Days CB-4 579.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8460.09 Day 4 No 462.31 7-30 Days E-10 7556.42 None No Trading