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 5666.20 Day 7 Yes 282.38 <7 Days N-7 6265.23 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18515.73 Day 7 No 539.52 91-180 Days P-1 20154.69 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8542.09 Day 7 No 712.65 <7 Days P-2 9474.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19920.56 Day 7 No 1314.88 31-90 Days S-8 17223.28 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21603.56 Day 7 Yes 377.10 31-90 Days Y-1 19110.91 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20834.79 Day 7 No 297.36 <7 Days Y-2 17579.00 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10979.21 Day 7 Yes 172.50 31-90 Days Y-3 13145.50 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10293.83 Day 7 Yes 966.56 91-180 Days Y-4 10446.06 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15279.70 Day 7 No 906.51 91-180 Days Z-1 16291.58 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1792.94 Day 7 Yes 16.80 7-30 Days A-2 2096.47 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2403.61 Day 7 No 121.91 7-30 Days A-3 2153.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21521.86 Day 7 No 1250.12 <7 Days A-4 23659.04 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43255.79 Day 7 Yes 2834.07 91-180 Days A-5 40760.70 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3436.98 Day 7 Yes 94.46 <7 Days CB-1 3023.77 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32318.26 Day 7 No 2516.37 91-180 Days CB-2 33713.54 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14320.22 Day 7 Yes 448.23 31-90 Days CB-3 13263.49 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11452.64 Day 7 Yes 249.09 7-30 Days E-1 11061.42 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18714.84 Day 7 No 571.01 91-180 Days E-2 15576.71 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38017.97 Day 7 Yes 881.00 7-30 Days G-1 43024.80 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33638.75 Day 7 No 577.51 <7 Days G-2 28468.07 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24081.37 Day 7 No 306.83 91-180 Days G-3 26244.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 83.18 Day 7 No 6.35 7-30 Days IG-1 92.36 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22639.28 Day 7 Yes 1079.91 <7 Days IG-2 24588.74 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9485.48 Day 7 No 521.43 91-180 Days S-1 8022.89 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12587.34 Day 7 Yes 198.26 91-180 Days S-2 11370.58 None Yes Liberty Mortgage Services Corp. Investment Banking