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 10033.65 Day 14 No 519.63 91-180 Days S-5 8265.04 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39485.32 Day 14 No 1059.17 31-90 Days S-6 44491.18 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37142.60 Day 14 Yes 3355.72 91-180 Days S-7 39797.79 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40203.73 Day 15 Yes 2481.38 <7 Days A-0-Q 40964.67 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28499.30 Day 15 Yes 895.58 91-180 Days A-1-Q 26552.04 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44102.86 Day 15 No 178.47 91-180 Days A-2-Q 42342.82 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 995.64 Day 15 No 96.88 <7 Days A-3-Q 1113.57 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3579.70 Day 15 No 6.69 7-30 Days A-4-Q 3084.31 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12274.81 Day 15 Yes 214.09 31-90 Days A-5-Q 14167.95 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24836.00 Day 15 No 206.76 91-180 Days CB-1-Q 21696.37 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16778.66 Day 15 Yes 1017.72 91-180 Days CB-2-Q 19588.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7569.89 Day 15 No 670.29 7-30 Days S-1-Q 8572.96 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26881.53 Day 15 No 41.91 91-180 Days S-2-Q 30118.99 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38900.93 Day 15 No 2272.32 91-180 Days S-3-Q 43982.31 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12804.69 Day 15 Yes 289.60 <7 Days S-4-Q 12867.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9071.93 Day 15 Yes 235.69 91-180 Days CB-3-Q 7586.73 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14294.78 Day 15 Yes 1285.64 <7 Days G-1-Q 14038.53 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29929.25 Day 15 Yes 2838.62 7-30 Days G-2-Q 26678.78 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35383.06 Day 15 No 3185.84 <7 Days G-3-Q 30686.81 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5198.09 Day 15 Yes 311.95 91-180 Days S-5-Q 5480.50 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33853.54 Day 15 No 1325.39 91-180 Days S-6-Q 37261.54 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5366.47 Day 15 No 403.05 31-90 Days S-7-Q 4416.06 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42531.00 Day 15 No 886.10 31-90 Days E-1-Q 43372.94 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12390.66 Day 15 Yes 90.43 7-30 Days E-2-Q 9924.41 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11643.96 Day 15 No 263.84 31-90 Days IG-1-Q 11745.11 None Yes Liberty International Finance Ltd. Wholesale Lending