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 28371.07 Day 23 Yes 141.54 31-90 Days IG-4 26114.09 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21763.74 Day 23 No 1729.65 7-30 Days IG-5 20777.12 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40029.22 Day 23 Yes 3775.40 31-90 Days IG-6 42224.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38662.54 Day 23 No 3794.92 <7 Days IG-7 36228.61 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37750.17 Day 23 Yes 1821.92 91-180 Days IG-8 41111.35 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36228.84 Day 23 Yes 3026.34 <7 Days L-1 32487.11 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33533.59 Day 23 No 2600.66 <7 Days L-10 29172.26 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30841.70 Day 23 No 1447.74 7-30 Days L-11 29250.91 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43674.05 Day 23 Yes 4060.95 91-180 Days L-2 35668.59 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10401.35 Day 23 No 286.16 7-30 Days L-3 9583.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36763.14 Day 23 No 3626.32 31-90 Days L-4 42423.85 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2087.71 Day 23 No 179.00 31-90 Days L-5 2412.38 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26593.53 Day 23 Yes 2125.27 7-30 Days L-6 26334.14 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36955.10 Day 23 Yes 1852.21 91-180 Days L-7 41686.19 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28268.21 Day 23 No 968.82 7-30 Days L-8 33816.08 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23983.70 Day 23 No 173.11 <7 Days L-9 26750.68 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5165.91 Day 23 No 217.21 31-90 Days LC-1 4633.73 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22233.73 Day 23 Yes 865.39 31-90 Days LC-2 18787.41 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27989.20 Day 23 Yes 1768.86 7-30 Days N-1 27755.99 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11482.54 Day 23 No 536.14 7-30 Days N-2 13395.50 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16627.14 Day 23 Yes 1509.33 31-90 Days N-3 14539.98 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15824.15 Day 23 No 144.98 <7 Days N-4 12967.18 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26281.70 Day 23 No 1501.20 <7 Days N-5 24051.53 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25173.84 Day 23 No 1312.97 <7 Days N-6 29112.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3607.80 Day 23 Yes 47.39 91-180 Days N-7 3582.67 Partial Yes Liberty Wealth Management LLC Capital Markets