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 14655.41 Day 15 Yes 896.49 91-180 Days L-6 13799.45 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30704.16 Day 15 Yes 1485.98 7-30 Days L-7 27378.81 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35742.96 Day 15 Yes 1231.97 91-180 Days L-8 42461.89 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43019.08 Day 15 Yes 1677.11 <7 Days L-9 35727.24 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3582.15 Day 15 Yes 41.07 <7 Days LC-1 4247.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39464.54 Day 15 No 2573.75 31-90 Days LC-2 43252.15 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7527.17 Day 15 Yes 236.20 91-180 Days N-1 7302.25 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27492.61 Day 15 Yes 2745.38 31-90 Days N-2 32145.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17296.56 Day 15 Yes 260.84 31-90 Days N-3 18835.99 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18444.28 Day 15 No 1035.05 7-30 Days N-4 15246.39 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39098.89 Day 15 Yes 3537.53 91-180 Days N-5 39609.74 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3812.03 Day 15 Yes 247.21 7-30 Days N-6 4172.85 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31475.34 Day 15 No 247.88 91-180 Days N-7 35894.50 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38960.82 Day 15 No 3211.87 <7 Days P-1 43928.06 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40936.66 Day 15 No 154.80 7-30 Days P-2 41631.66 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18824.51 Day 15 No 440.58 31-90 Days S-8 19640.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15941.30 Day 15 Yes 34.21 7-30 Days Y-1 15965.56 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5913.73 Day 15 No 248.22 91-180 Days Y-2 5676.06 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16630.54 Day 15 No 1055.21 <7 Days Y-3 16264.29 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11221.01 Day 15 Yes 448.58 <7 Days Y-4 13000.80 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5040.13 Day 15 Yes 482.76 31-90 Days Z-1 4517.97 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33118.13 Day 15 Yes 1050.24 91-180 Days A-2 37366.39 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38084.60 Day 15 Yes 2892.81 7-30 Days A-3 42945.85 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42007.26 Day 15 Yes 2831.47 91-180 Days A-4 49404.02 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12167.04 Day 15 Yes 1210.75 31-90 Days A-5 10291.91 None No Capital Markets