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 23877.00 Day 8 No 1240.85 31-90 Days L-4 24227.95 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30730.90 Day 8 Yes 976.55 91-180 Days L-5 28792.99 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32452.91 Day 8 No 868.09 <7 Days L-6 37577.74 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32006.20 Day 8 Yes 997.19 <7 Days L-7 29415.94 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30115.06 Day 8 Yes 84.41 7-30 Days L-8 31396.29 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24061.93 Day 8 No 1053.80 <7 Days L-9 22659.42 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6783.88 Day 8 Yes 535.41 <7 Days LC-1 7441.99 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27215.82 Day 8 No 1028.70 91-180 Days LC-2 26594.41 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2163.24 Day 8 Yes 127.30 91-180 Days N-1 2425.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33510.71 Day 8 Yes 119.14 31-90 Days N-2 31903.72 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27046.41 Day 8 Yes 645.49 31-90 Days N-3 25510.89 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8581.42 Day 8 Yes 557.91 7-30 Days N-4 9096.36 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26093.39 Day 8 No 932.83 <7 Days N-5 28169.66 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23280.02 Day 8 No 148.31 <7 Days N-6 23136.07 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26274.70 Day 8 No 1000.11 31-90 Days N-7 25570.67 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21458.73 Day 8 Yes 2063.80 91-180 Days P-1 22046.25 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17682.88 Day 8 No 1649.28 <7 Days P-2 18279.27 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13579.63 Day 8 No 285.73 <7 Days S-8 12724.47 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29844.45 Day 8 No 2913.63 7-30 Days Y-1 25252.96 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27664.47 Day 8 No 2675.62 31-90 Days Y-2 29360.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1125.83 Day 8 No 16.53 <7 Days Y-3 1338.30 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40816.02 Day 8 No 654.77 31-90 Days Y-4 39353.88 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7323.55 Day 8 No 344.89 31-90 Days Z-1 6642.43 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39986.67 Day 8 No 2257.78 7-30 Days A-2 38440.70 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30169.82 Day 8 No 1755.02 7-30 Days A-3 30497.17 Partial Yes Liberty Wealth Management LLC Trading