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 14988.12 Day 16 No 497.43 91-180 Days N-6 12626.53 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21130.15 Day 16 Yes 1404.72 7-30 Days N-7 17421.87 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32520.33 Day 16 Yes 2881.62 <7 Days P-1 36392.17 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3771.33 Day 16 Yes 209.81 7-30 Days P-2 3914.99 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38606.97 Day 16 Yes 3669.94 7-30 Days S-8 35728.11 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9222.83 Day 16 No 260.56 <7 Days Y-1 8286.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19916.72 Day 16 Yes 1321.15 <7 Days Y-2 17563.44 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21196.57 Day 16 Yes 1158.06 <7 Days Y-3 23411.26 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19899.05 Day 16 No 1178.14 7-30 Days Y-4 23635.40 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7147.50 Day 16 No 134.94 91-180 Days Z-1 6371.57 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14294.82 Day 16 No 1356.83 91-180 Days A-2 15849.81 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31748.98 Day 16 Yes 1955.90 7-30 Days A-3 34122.76 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24664.99 Day 16 No 1770.70 7-30 Days A-4 24162.15 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42349.83 Day 16 No 2072.45 91-180 Days A-5 39830.42 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37935.47 Day 16 Yes 1074.51 31-90 Days CB-1 43819.35 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14687.98 Day 16 No 342.99 7-30 Days CB-2 14957.53 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41635.30 Day 16 No 1454.01 31-90 Days CB-3 44078.36 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38996.82 Day 16 No 1152.95 91-180 Days E-1 45699.81 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 603.56 Day 16 No 55.74 <7 Days E-2 514.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15253.54 Day 16 Yes 921.34 <7 Days G-1 15194.50 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7972.18 Day 16 Yes 485.75 7-30 Days G-2 7325.87 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20379.64 Day 16 No 1192.23 7-30 Days G-3 18551.43 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26650.15 Day 16 No 1279.10 91-180 Days IG-1 28664.30 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 94.87 Day 16 Yes 2.01 7-30 Days IG-2 85.90 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9812.08 Day 16 No 947.59 <7 Days S-1 11479.99 Partial No Wholesale Lending