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 39092.80 Day 5 No 1781.11 <7 Days CB-3-Q 42780.84 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21478.80 Day 5 No 647.07 31-90 Days G-1-Q 18689.86 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32367.25 Day 5 Yes 503.74 7-30 Days G-2-Q 26284.69 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9791.73 Day 5 Yes 205.43 7-30 Days G-3-Q 8619.24 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26926.45 Day 5 Yes 1953.09 31-90 Days S-5-Q 26675.40 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42529.81 Day 5 No 1809.57 7-30 Days S-6-Q 37524.96 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32899.81 Day 5 Yes 2969.94 7-30 Days S-7-Q 36076.25 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35675.91 Day 5 No 649.41 <7 Days E-1-Q 36379.01 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39676.45 Day 5 Yes 1927.85 <7 Days E-2-Q 46805.53 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2864.27 Day 5 Yes 103.10 31-90 Days IG-1-Q 3424.44 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38132.22 Day 5 No 3263.07 <7 Days IG-2-Q 41445.56 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14007.46 Day 5 No 1351.76 91-180 Days C-1 12967.68 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29944.97 Day 5 Yes 1351.02 <7 Days CB-4 29922.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35460.52 Day 5 No 856.75 91-180 Days E-10 39000.39 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1661.44 Day 5 No 89.06 7-30 Days E-3 1907.55 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16697.98 Day 5 Yes 65.21 <7 Days E-4 16858.67 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43956.68 Day 5 No 2645.31 <7 Days E-5 42985.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21111.73 Day 5 No 1027.01 7-30 Days E-6 22764.15 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40836.56 Day 5 Yes 2265.18 31-90 Days E-7 41842.81 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6618.91 Day 5 No 314.65 7-30 Days E-8 7085.69 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35371.70 Day 5 No 2349.41 91-180 Days E-9 31061.21 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25581.88 Day 5 No 1312.74 31-90 Days G-4 27055.06 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28998.60 Day 5 Yes 2166.41 <7 Days IG-3 28970.45 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43670.06 Day 5 No 917.12 <7 Days IG-4 38364.33 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6061.56 Day 5 Yes 409.09 7-30 Days IG-5 7188.38 Partial No Trading