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 247.43 Day 6 Yes 3.17 <7 Days CB-2 211.90 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9680.53 Day 6 No 716.54 91-180 Days CB-3 11043.38 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10217.28 Day 6 Yes 793.71 <7 Days E-1 8437.75 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29150.01 Day 6 No 1072.95 7-30 Days E-2 26375.82 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1505.74 Day 6 Yes 105.47 91-180 Days G-1 1335.53 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12877.36 Day 6 Yes 496.94 7-30 Days G-2 12537.55 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12966.35 Day 6 No 924.61 31-90 Days G-3 11042.03 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 910.84 Day 6 No 60.66 <7 Days IG-1 837.86 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22682.40 Day 6 Yes 2155.80 91-180 Days IG-2 21075.89 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2019.84 Day 6 Yes 173.32 91-180 Days S-1 1652.63 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13053.23 Day 6 Yes 950.20 31-90 Days S-2 15295.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3028.07 Day 6 No 103.63 <7 Days S-3 2622.82 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21330.22 Day 6 Yes 943.60 91-180 Days S-4 19432.10 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41781.66 Day 6 Yes 1156.58 31-90 Days S-5 43371.21 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17192.43 Day 6 Yes 1329.93 <7 Days S-6 15680.07 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22260.84 Day 6 No 731.64 7-30 Days S-7 25046.10 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37138.48 Day 7 No 2411.92 7-30 Days A-0-Q 32355.10 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16901.13 Day 7 Yes 352.58 91-180 Days A-1-Q 16051.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14478.35 Day 7 No 514.15 <7 Days A-2-Q 14705.46 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43855.01 Day 7 No 3575.44 <7 Days A-3-Q 48564.86 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32862.16 Day 7 No 969.21 31-90 Days A-4-Q 29514.74 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4377.27 Day 7 No 120.72 7-30 Days A-5-Q 4139.69 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15508.00 Day 7 No 69.28 <7 Days CB-1-Q 14536.11 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4906.80 Day 7 No 281.30 <7 Days CB-2-Q 5157.70 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4059.24 Day 7 No 282.06 91-180 Days S-1-Q 4360.54 None No Wholesale Lending