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 31386.78 Day 10 No 638.66 91-180 Days Z-1 25275.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3311.91 Day 10 No 322.06 31-90 Days A-2 3425.97 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13526.29 Day 10 Yes 230.50 7-30 Days A-3 13039.67 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28745.72 Day 10 Yes 1771.14 <7 Days A-4 29879.10 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26888.78 Day 10 Yes 551.21 31-90 Days A-5 28864.27 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 422.97 Day 10 No 23.55 91-180 Days CB-1 465.20 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16225.90 Day 10 No 1289.48 7-30 Days CB-2 13218.24 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13759.98 Day 10 Yes 728.66 31-90 Days CB-3 15447.14 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40383.40 Day 10 No 610.11 <7 Days E-1 44637.40 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14437.36 Day 10 Yes 675.72 <7 Days E-2 11928.53 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33940.69 Day 10 Yes 590.07 7-30 Days G-1 39654.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33236.65 Day 10 Yes 1984.03 7-30 Days G-2 36399.23 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17021.50 Day 10 No 1320.69 <7 Days G-3 18698.40 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30578.03 Day 10 No 1588.95 31-90 Days IG-1 30089.27 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16670.86 Day 10 No 158.14 31-90 Days IG-2 14917.89 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15963.67 Day 10 No 1454.31 7-30 Days S-1 16396.34 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41264.47 Day 10 No 340.06 31-90 Days S-2 42325.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18967.00 Day 10 No 1259.05 91-180 Days S-3 21049.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26908.67 Day 10 Yes 105.71 7-30 Days S-4 26418.43 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20036.70 Day 10 Yes 1921.09 31-90 Days S-5 22511.45 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29374.48 Day 10 No 1917.89 <7 Days S-6 24947.44 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10263.58 Day 10 Yes 764.76 91-180 Days S-7 12278.65 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3529.00 Day 11 Yes 30.26 31-90 Days A-0-Q 3646.12 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14338.73 Day 11 No 719.15 7-30 Days A-1-Q 12246.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42070.92 Day 11 No 3490.48 7-30 Days A-2-Q 36637.30 Full No Investment Banking