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 9385.60 Day 4 Yes 303.53 7-30 Days E-3 10726.60 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4365.12 Day 4 Yes 338.38 91-180 Days E-4 4395.04 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31878.27 Day 4 Yes 1304.04 31-90 Days E-5 28925.55 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27616.44 Day 4 Yes 1607.72 31-90 Days E-6 23571.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11972.32 Day 4 Yes 25.75 31-90 Days E-7 13394.08 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5002.06 Day 4 No 342.24 91-180 Days E-8 5823.50 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1540.75 Day 4 Yes 44.81 91-180 Days E-9 1462.66 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12031.53 Day 4 Yes 261.63 <7 Days G-4 13247.67 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7140.50 Day 4 No 578.83 7-30 Days IG-3 5927.47 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14752.53 Day 4 No 657.26 7-30 Days IG-4 17437.73 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41913.01 Day 4 Yes 3292.91 91-180 Days IG-5 38267.18 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42881.43 Day 4 Yes 4072.22 7-30 Days IG-6 41343.14 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21632.91 Day 4 No 101.45 31-90 Days IG-7 20747.56 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10100.12 Day 4 No 833.21 31-90 Days IG-8 11516.52 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28499.94 Day 4 Yes 873.80 7-30 Days L-1 33758.61 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7958.24 Day 4 Yes 103.21 91-180 Days L-10 8354.76 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31392.67 Day 4 Yes 1656.75 <7 Days L-11 31037.48 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34214.41 Day 4 No 1319.64 <7 Days L-2 36949.04 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23824.19 Day 4 Yes 528.16 7-30 Days L-3 28586.70 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23587.49 Day 4 No 2009.09 7-30 Days L-4 24928.11 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35873.45 Day 4 No 887.25 31-90 Days L-5 28965.98 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1936.80 Day 4 No 71.83 7-30 Days L-6 2015.19 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35419.22 Day 4 Yes 1375.18 31-90 Days L-7 38511.46 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36978.84 Day 4 No 2358.52 31-90 Days L-8 43515.68 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22283.76 Day 4 Yes 546.17 7-30 Days L-9 26442.23 Partial Yes Liberty International Finance Ltd. Treasury