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 9962.67 Day 23 No 794.54 7-30 Days S-4 11731.81 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37312.95 Day 23 No 266.49 <7 Days S-5 31167.12 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3545.45 Day 23 No 183.18 <7 Days S-6 3732.19 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37105.42 Day 23 Yes 1537.72 7-30 Days S-7 33208.06 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5519.83 Day 24 Yes 425.47 31-90 Days A-0-Q 4922.58 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32473.08 Day 24 Yes 649.97 91-180 Days A-1-Q 27281.70 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11098.33 Day 24 No 353.11 7-30 Days A-2-Q 13210.83 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5165.46 Day 24 Yes 86.55 31-90 Days A-3-Q 5399.62 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21802.75 Day 24 No 1264.34 31-90 Days A-4-Q 21112.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7848.18 Day 24 No 413.77 91-180 Days A-5-Q 9081.98 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14752.80 Day 24 No 449.46 91-180 Days CB-1-Q 12536.40 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28811.30 Day 24 No 480.48 <7 Days CB-2-Q 31342.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33304.17 Day 24 No 3088.29 7-30 Days S-1-Q 37870.38 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42541.71 Day 24 No 2976.31 91-180 Days S-2-Q 43815.89 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36902.68 Day 24 No 3350.19 31-90 Days S-3-Q 32598.09 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9864.87 Day 24 Yes 384.52 31-90 Days S-4-Q 11518.78 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5880.88 Day 24 No 556.73 31-90 Days CB-3-Q 6023.11 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33714.13 Day 24 No 1519.21 <7 Days G-1-Q 28245.35 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20893.98 Day 24 Yes 1903.12 <7 Days G-2-Q 19554.62 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42627.22 Day 24 Yes 1563.93 91-180 Days G-3-Q 35937.91 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8.64 Day 24 Yes 0.31 31-90 Days S-5-Q 6.93 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39695.33 Day 24 Yes 3283.83 31-90 Days S-6-Q 42294.46 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26514.48 Day 24 Yes 1859.15 91-180 Days S-7-Q 31815.79 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15484.75 Day 24 Yes 18.81 <7 Days E-1-Q 16046.47 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40589.48 Day 24 Yes 3094.68 7-30 Days E-2-Q 44486.21 None No Investment Banking