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 23756.99 Day 19 Yes 1126.85 91-180 Days Y-4 27968.23 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39843.13 Day 19 Yes 2915.83 7-30 Days Z-1 46066.04 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9891.40 Day 19 No 843.67 31-90 Days A-2 8029.81 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14523.96 Day 19 Yes 735.88 7-30 Days A-3 14022.10 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20369.36 Day 19 No 639.20 91-180 Days A-4 19896.21 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36842.45 Day 19 No 1457.79 91-180 Days A-5 40437.94 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24848.02 Day 19 Yes 1026.74 <7 Days CB-1 22202.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24714.76 Day 19 Yes 1987.12 31-90 Days CB-2 21938.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41405.88 Day 19 Yes 1464.98 31-90 Days CB-3 42868.34 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35843.96 Day 19 No 1629.74 <7 Days E-1 41122.93 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11093.47 Day 19 Yes 915.56 <7 Days E-2 9346.67 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22290.26 Day 19 Yes 699.38 <7 Days G-1 24293.12 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10052.87 Day 19 No 38.85 91-180 Days G-2 9503.98 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8958.28 Day 19 Yes 526.77 91-180 Days G-3 9582.00 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3422.92 Day 19 Yes 162.93 91-180 Days IG-1 3191.97 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24671.56 Day 19 Yes 1596.44 7-30 Days IG-2 27583.75 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3157.94 Day 19 No 84.13 <7 Days S-1 3595.23 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4124.71 Day 19 No 398.02 31-90 Days S-2 4615.21 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39404.71 Day 19 No 94.45 <7 Days S-3 38159.46 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3400.45 Day 19 No 197.82 91-180 Days S-4 3716.44 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27493.05 Day 19 Yes 1155.04 7-30 Days S-5 32480.89 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23792.94 Day 19 No 375.01 91-180 Days S-6 24188.29 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39702.91 Day 19 Yes 2896.63 <7 Days S-7 33157.03 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5351.17 Day 20 Yes 73.05 7-30 Days A-0-Q 5353.28 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5045.76 Day 20 No 30.03 31-90 Days A-1-Q 5390.66 Full Yes Liberty International Finance Ltd. Treasury