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 43263.84 Day 16 No 2756.47 31-90 Days G-4 46422.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10781.37 Day 16 Yes 91.19 7-30 Days IG-3 12320.88 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19664.27 Day 16 No 1845.99 <7 Days IG-4 16950.66 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17310.83 Day 16 No 1690.02 7-30 Days IG-5 19521.84 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17959.10 Day 16 No 1471.82 <7 Days IG-6 21061.94 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3267.87 Day 16 Yes 83.40 91-180 Days IG-7 3086.70 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3498.24 Day 16 No 325.03 31-90 Days IG-8 3800.31 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32649.40 Day 16 Yes 1438.35 31-90 Days L-1 28709.77 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28457.21 Day 16 No 1927.20 91-180 Days L-10 27421.03 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4357.88 Day 16 Yes 79.38 31-90 Days L-11 3511.66 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16052.97 Day 16 Yes 1543.81 7-30 Days L-2 17985.23 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37515.40 Day 16 Yes 697.52 7-30 Days L-3 38968.56 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7763.29 Day 16 No 459.51 7-30 Days L-4 6354.53 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 649.72 Day 16 Yes 54.12 91-180 Days L-5 765.31 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3255.89 Day 16 Yes 257.69 31-90 Days L-6 2986.63 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17131.80 Day 16 No 51.83 91-180 Days L-7 17332.66 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14855.93 Day 16 No 207.54 31-90 Days L-8 15749.55 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44019.07 Day 16 No 621.50 <7 Days L-9 52811.34 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41777.90 Day 16 Yes 4047.17 91-180 Days LC-1 41407.31 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39457.01 Day 16 Yes 3808.12 7-30 Days LC-2 37627.87 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18460.47 Day 16 Yes 494.30 91-180 Days N-1 20391.60 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24941.31 Day 16 No 2.32 <7 Days N-2 29054.13 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19243.95 Day 16 Yes 1371.72 <7 Days N-3 20209.92 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22069.21 Day 16 No 1320.06 <7 Days N-4 18166.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36527.18 Day 16 Yes 3325.29 31-90 Days N-5 40264.24 Full Yes Liberty International Finance Ltd. Capital Markets