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 20486.59 Day 15 No 531.83 7-30 Days IG-2-Q 20996.39 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30388.01 Day 15 No 1285.48 <7 Days C-1 28929.94 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30754.49 Day 15 No 2861.60 7-30 Days CB-4 27604.04 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40287.34 Day 15 No 1960.37 7-30 Days E-10 33047.25 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21191.26 Day 15 Yes 1435.28 91-180 Days E-3 21736.80 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11557.16 Day 15 No 835.91 7-30 Days E-4 10611.06 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4569.58 Day 15 Yes 243.55 <7 Days E-5 5483.06 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24942.72 Day 15 Yes 1185.44 <7 Days E-6 21476.36 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10461.68 Day 15 No 894.96 31-90 Days E-7 12352.26 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35773.33 Day 15 Yes 2503.04 7-30 Days E-8 30046.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37826.18 Day 15 Yes 180.91 7-30 Days E-9 43336.11 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37047.54 Day 15 No 1486.23 91-180 Days G-4 41863.75 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4285.00 Day 15 No 21.69 7-30 Days IG-3 4599.56 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12051.97 Day 15 No 323.60 31-90 Days IG-4 13631.05 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24293.45 Day 15 No 1230.00 <7 Days IG-5 21387.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14456.44 Day 15 Yes 1266.03 91-180 Days IG-6 15728.25 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20599.86 Day 15 No 1268.84 31-90 Days IG-7 24057.45 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3869.59 Day 15 Yes 276.12 <7 Days IG-8 3516.21 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42072.26 Day 15 No 1567.33 <7 Days L-1 35740.03 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5302.37 Day 15 Yes 237.51 <7 Days L-10 6197.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36957.98 Day 15 Yes 2728.88 <7 Days L-11 33370.08 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42686.04 Day 15 Yes 692.29 91-180 Days L-2 35641.80 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22382.58 Day 15 Yes 44.33 91-180 Days L-3 21634.61 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17939.76 Day 15 No 1764.12 <7 Days L-4 20970.39 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2011.18 Day 15 No 144.84 31-90 Days L-5 1676.78 Partial Yes Liberty Mortgage Services Corp. Investment Banking