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 9779.62 Day 6 Yes 176.08 31-90 Days C-1 10321.07 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38349.53 Day 6 No 1186.96 <7 Days CB-4 41436.00 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25486.28 Day 6 Yes 1096.07 91-180 Days E-10 30148.38 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31202.13 Day 6 Yes 2360.52 7-30 Days E-3 37171.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16883.86 Day 6 No 983.21 31-90 Days E-4 17565.81 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13811.82 Day 6 No 1113.00 31-90 Days E-5 12514.72 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41090.54 Day 6 No 2888.90 <7 Days E-6 43857.55 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21553.25 Day 6 No 935.16 <7 Days E-7 22427.77 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31624.74 Day 6 No 2829.68 7-30 Days E-8 28721.89 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42818.34 Day 6 Yes 61.76 31-90 Days E-9 49240.07 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42058.28 Day 6 No 2557.98 31-90 Days G-4 44835.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2520.59 Day 6 Yes 123.28 31-90 Days IG-3 2647.77 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17860.66 Day 6 Yes 1303.33 <7 Days IG-4 20707.85 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4420.13 Day 6 Yes 428.63 <7 Days IG-5 4086.16 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40857.77 Day 6 No 1277.61 91-180 Days IG-6 47156.93 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31891.93 Day 6 No 2471.34 31-90 Days IG-7 37485.30 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27971.88 Day 6 Yes 311.95 <7 Days IG-8 32989.92 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3434.44 Day 6 Yes 55.53 31-90 Days L-1 3492.34 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 984.88 Day 6 No 16.76 7-30 Days L-10 982.61 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41918.64 Day 6 No 2410.96 91-180 Days L-11 41774.54 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40435.40 Day 6 Yes 25.55 <7 Days L-2 37215.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10044.27 Day 6 No 652.10 <7 Days L-3 8545.10 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4379.48 Day 6 Yes 389.33 31-90 Days L-4 4637.03 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34500.36 Day 6 Yes 2248.11 91-180 Days L-5 37727.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12364.51 Day 6 Yes 741.38 91-180 Days L-6 12941.32 Full No Investment Banking