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 42708.35 Day 4 Yes 4211.38 7-30 Days E-2 37632.57 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13649.78 Day 4 Yes 1334.00 <7 Days G-1 16220.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4887.64 Day 4 Yes 441.63 <7 Days G-2 5250.85 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6945.45 Day 4 Yes 7.60 91-180 Days G-3 6273.67 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6485.59 Day 4 Yes 78.14 <7 Days IG-1 6245.97 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10693.37 Day 4 Yes 926.71 31-90 Days IG-2 12666.66 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18933.59 Day 4 Yes 202.91 <7 Days S-1 17177.06 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13764.20 Day 4 Yes 85.30 91-180 Days S-2 13122.11 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8763.02 Day 4 Yes 81.09 31-90 Days S-3 9131.82 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37303.60 Day 4 No 1243.64 7-30 Days S-4 36633.18 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42957.21 Day 4 Yes 1865.47 7-30 Days S-5 48627.63 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21041.99 Day 4 No 194.50 7-30 Days S-6 17045.50 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39652.08 Day 4 No 3012.68 <7 Days S-7 41397.11 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20616.76 Day 5 No 246.20 <7 Days A-0-Q 22141.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28532.13 Day 5 Yes 1009.03 91-180 Days A-1-Q 33674.63 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26405.72 Day 5 No 1654.56 31-90 Days A-2-Q 28526.16 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38319.27 Day 5 Yes 1724.72 7-30 Days A-3-Q 45243.77 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37065.01 Day 5 Yes 1146.90 7-30 Days A-4-Q 37409.95 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 284.82 Day 5 No 12.94 31-90 Days A-5-Q 272.03 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42762.64 Day 5 No 1975.54 7-30 Days CB-1-Q 38885.74 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30255.41 Day 5 Yes 1605.44 91-180 Days CB-2-Q 34301.34 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34286.19 Day 5 No 2393.37 31-90 Days S-1-Q 31923.31 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17185.75 Day 5 Yes 818.27 31-90 Days S-2-Q 19494.80 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24473.87 Day 5 Yes 1396.58 <7 Days S-3-Q 26964.86 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24470.84 Day 5 Yes 1476.20 <7 Days S-4-Q 27230.08 None No Wholesale Lending