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 29102.16 Day 18 No 1711.72 7-30 Days N-3 23974.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37782.83 Day 18 No 3386.49 91-180 Days N-4 40876.60 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9523.44 Day 18 No 20.71 <7 Days N-5 7758.15 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35798.01 Day 18 Yes 3491.23 31-90 Days N-6 42133.23 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2130.66 Day 18 Yes 119.61 7-30 Days N-7 1721.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27983.34 Day 18 No 2629.08 31-90 Days P-1 22421.26 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25772.34 Day 18 Yes 1750.95 91-180 Days P-2 27800.38 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31399.69 Day 18 No 2762.59 7-30 Days S-8 30010.62 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33023.58 Day 18 No 219.38 91-180 Days Y-1 35034.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23296.59 Day 18 No 227.86 31-90 Days Y-2 24942.87 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2431.39 Day 18 No 6.49 31-90 Days Y-3 2825.35 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42006.09 Day 18 No 1023.46 91-180 Days Y-4 46749.27 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14105.99 Day 18 No 345.94 <7 Days Z-1 14531.59 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11639.45 Day 18 Yes 315.13 31-90 Days A-2 10623.94 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32616.11 Day 18 No 1270.61 <7 Days A-3 32267.87 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29248.09 Day 18 Yes 510.44 31-90 Days A-4 29371.77 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7858.62 Day 18 No 465.79 7-30 Days A-5 7262.58 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4442.66 Day 18 No 246.45 7-30 Days CB-1 4749.90 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23594.46 Day 18 Yes 732.29 91-180 Days CB-2 19179.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10242.55 Day 18 Yes 930.44 91-180 Days CB-3 11189.52 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13322.80 Day 18 Yes 462.77 31-90 Days E-1 14700.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8171.97 Day 18 No 602.78 91-180 Days E-2 6757.61 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18616.68 Day 18 Yes 1518.22 7-30 Days G-1 22285.90 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16297.33 Day 18 Yes 1513.14 91-180 Days G-2 16682.17 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10960.19 Day 18 No 314.02 31-90 Days G-3 11658.34 None Yes Liberty Wealth Management LLC Treasury