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 3858.94 Day 13 No 69.41 31-90 Days L-9 3723.67 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 938.69 Day 13 No 1.80 91-180 Days LC-1 1056.01 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19729.72 Day 13 No 342.10 31-90 Days LC-2 18160.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40292.25 Day 13 Yes 3205.50 7-30 Days N-1 44776.06 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20395.09 Day 13 Yes 1182.71 <7 Days N-2 21260.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23557.67 Day 13 Yes 1335.89 7-30 Days N-3 20536.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34920.28 Day 13 Yes 1475.17 <7 Days N-4 38177.10 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20444.55 Day 13 No 1850.45 91-180 Days N-5 23655.09 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17528.45 Day 13 Yes 1613.18 31-90 Days N-6 14725.95 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42682.47 Day 13 No 333.12 91-180 Days N-7 45531.40 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3557.75 Day 13 No 184.96 31-90 Days P-1 3712.60 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2388.78 Day 13 No 231.29 91-180 Days P-2 2286.17 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24912.47 Day 13 Yes 1794.40 <7 Days S-8 23218.76 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35036.14 Day 13 No 569.40 <7 Days Y-1 30603.16 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33203.01 Day 13 No 401.90 <7 Days Y-2 35421.78 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16036.25 Day 13 No 1513.10 91-180 Days Y-3 17319.34 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22618.40 Day 13 No 2050.17 31-90 Days Y-4 19082.88 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4537.04 Day 13 No 229.31 91-180 Days Z-1 4059.69 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22358.27 Day 13 Yes 1647.31 31-90 Days A-2 18971.73 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27016.74 Day 13 No 2523.26 31-90 Days A-3 29926.75 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7749.44 Day 13 Yes 537.32 31-90 Days A-4 8239.15 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10309.33 Day 13 No 913.82 <7 Days A-5 11898.48 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43764.19 Day 13 Yes 2215.60 91-180 Days CB-1 50917.46 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27048.03 Day 13 No 885.73 7-30 Days CB-2 31763.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31139.52 Day 13 Yes 827.47 31-90 Days CB-3 33228.13 Partial No Capital Markets