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 29868.17 Day 31 No 1260.93 7-30 Days C-1 28467.60 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34895.46 Day 31 No 3106.74 91-180 Days CB-4 37326.31 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40291.10 Day 31 No 879.82 <7 Days E-10 44691.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 386.79 Day 31 Yes 37.26 7-30 Days E-3 389.94 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38556.59 Day 31 No 295.02 7-30 Days E-4 40027.05 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37476.11 Day 31 No 187.65 31-90 Days E-5 39160.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30752.24 Day 31 No 825.13 31-90 Days E-6 24657.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11832.93 Day 31 Yes 1113.50 7-30 Days E-7 13368.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41949.63 Day 31 Yes 69.11 7-30 Days E-8 34644.33 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36261.23 Day 31 Yes 668.46 31-90 Days E-9 33071.58 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 720.20 Day 31 Yes 33.91 91-180 Days G-4 605.29 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18291.26 Day 31 Yes 215.42 31-90 Days IG-3 17129.19 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24997.00 Day 31 Yes 1537.99 31-90 Days IG-4 28283.99 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34462.07 Day 31 No 1923.42 31-90 Days IG-5 34516.67 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9653.75 Day 31 No 217.32 7-30 Days IG-6 7906.18 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17623.17 Day 31 No 1489.23 31-90 Days IG-7 17305.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7379.37 Day 31 Yes 635.42 7-30 Days IG-8 6254.67 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20454.39 Day 31 Yes 390.76 31-90 Days L-1 20700.63 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42581.60 Day 31 Yes 2725.35 <7 Days L-10 46806.10 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6757.57 Day 31 Yes 287.37 31-90 Days L-11 7483.45 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6242.32 Day 31 No 492.96 31-90 Days L-2 7417.33 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12597.92 Day 31 Yes 1070.06 7-30 Days L-3 12532.91 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23771.88 Day 31 No 180.46 7-30 Days L-4 22305.91 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10944.66 Day 31 No 207.68 <7 Days L-5 10821.77 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9538.00 Day 31 No 371.87 7-30 Days L-6 10625.66 None Yes Liberty International Finance Ltd. Treasury