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 4392.85 Day 5 No 301.35 91-180 Days S-6 4258.85 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34080.57 Day 5 Yes 1422.46 <7 Days S-7 35214.31 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12206.73 Day 6 Yes 1158.57 31-90 Days A-0-Q 11778.59 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14469.76 Day 6 Yes 537.28 31-90 Days A-1-Q 12378.38 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18944.54 Day 6 No 18.00 7-30 Days A-2-Q 22637.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1086.51 Day 6 Yes 85.43 31-90 Days A-3-Q 1074.93 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17905.87 Day 6 No 368.63 91-180 Days A-4-Q 14735.58 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41562.41 Day 6 No 2692.31 <7 Days A-5-Q 36093.48 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28584.22 Day 6 Yes 632.49 <7 Days CB-1-Q 25428.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28449.18 Day 6 Yes 675.85 <7 Days CB-2-Q 29847.66 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25433.36 Day 6 Yes 187.58 <7 Days S-1-Q 25423.78 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34923.78 Day 6 No 2578.22 91-180 Days S-2-Q 39105.27 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38043.13 Day 6 No 3737.62 <7 Days S-3-Q 35703.29 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 482.63 Day 6 No 14.16 91-180 Days S-4-Q 486.09 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33612.22 Day 6 Yes 2625.80 91-180 Days CB-3-Q 32253.04 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19682.09 Day 6 Yes 489.72 91-180 Days G-1-Q 17552.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33371.94 Day 6 No 2205.13 7-30 Days G-2-Q 30469.67 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30207.51 Day 6 Yes 937.56 <7 Days G-3-Q 31883.75 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31168.21 Day 6 No 2074.31 <7 Days S-5-Q 34202.76 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32473.62 Day 6 No 394.05 7-30 Days S-6-Q 33394.41 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42247.50 Day 6 No 3625.10 31-90 Days S-7-Q 50218.48 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37622.52 Day 6 No 3144.84 31-90 Days E-1-Q 37807.33 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15904.17 Day 6 No 1090.59 91-180 Days E-2-Q 17188.82 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18760.97 Day 6 Yes 316.68 91-180 Days IG-1-Q 16313.03 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4383.19 Day 6 Yes 50.53 7-30 Days IG-2-Q 4624.62 Partial Yes Liberty Capital Markets Inc. Wholesale Lending