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 13034.59 Day 5 Yes 953.84 91-180 Days S-8 11935.40 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18664.19 Day 5 Yes 1226.34 31-90 Days Y-1 15282.96 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18509.13 Day 5 No 392.70 91-180 Days Y-2 16162.82 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14301.10 Day 5 No 441.15 7-30 Days Y-3 15041.58 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12242.23 Day 5 Yes 1056.35 91-180 Days Y-4 10023.31 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4538.30 Day 5 No 334.44 91-180 Days Z-1 5098.62 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11880.49 Day 5 Yes 518.13 7-30 Days A-2 13841.98 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5715.25 Day 5 Yes 165.33 7-30 Days A-3 4868.90 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34431.58 Day 5 Yes 1448.54 7-30 Days A-4 37530.46 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31193.14 Day 5 Yes 620.66 91-180 Days A-5 26176.21 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10076.82 Day 5 No 784.66 7-30 Days CB-1 11668.03 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30932.25 Day 5 Yes 2816.80 <7 Days CB-2 34670.99 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17414.45 Day 5 No 1011.15 91-180 Days CB-3 17521.24 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35145.58 Day 5 Yes 2372.46 7-30 Days E-1 32012.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4389.49 Day 5 No 148.21 7-30 Days E-2 4398.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23837.96 Day 5 No 715.98 31-90 Days G-1 20157.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13164.99 Day 5 Yes 1068.24 7-30 Days G-2 13383.69 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34041.37 Day 5 No 2433.89 91-180 Days G-3 40686.98 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21436.19 Day 5 Yes 726.50 31-90 Days IG-1 22044.25 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26108.43 Day 5 No 2126.24 7-30 Days IG-2 23417.73 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10078.48 Day 5 Yes 886.17 91-180 Days S-1 8239.97 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39163.91 Day 5 Yes 3641.30 7-30 Days S-2 41746.04 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42593.28 Day 5 No 1751.06 91-180 Days S-3 42647.39 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14771.76 Day 5 Yes 134.16 91-180 Days S-4 17044.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21564.44 Day 5 No 734.27 31-90 Days S-5 24446.05 Partial No Wholesale Lending