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 11552.55 Day 33 No 729.15 31-90 Days A-4 9409.75 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42486.90 Day 33 Yes 3387.25 91-180 Days A-5 34942.69 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7053.21 Day 33 No 68.94 31-90 Days CB-1 7559.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15635.24 Day 33 Yes 226.94 31-90 Days CB-2 15466.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3935.49 Day 33 No 235.43 31-90 Days CB-3 3942.45 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19496.81 Day 33 Yes 1435.81 7-30 Days E-1 19575.44 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19516.75 Day 33 No 1661.57 91-180 Days E-2 19342.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38871.32 Day 33 No 682.84 31-90 Days G-1 36030.31 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34029.09 Day 33 Yes 1554.28 91-180 Days G-2 31316.98 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30276.34 Day 33 Yes 155.74 <7 Days G-3 29715.69 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35818.15 Day 33 No 1589.07 <7 Days IG-1 31850.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12895.30 Day 33 Yes 1213.69 7-30 Days IG-2 15235.71 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12331.95 Day 33 Yes 451.40 <7 Days S-1 12573.51 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3891.64 Day 33 No 338.04 91-180 Days S-2 3448.43 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31956.08 Day 33 Yes 1623.27 31-90 Days S-3 29500.65 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9539.09 Day 33 No 18.70 <7 Days S-4 10512.18 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36688.61 Day 33 No 3056.11 91-180 Days S-5 35195.26 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16202.53 Day 33 Yes 1485.09 31-90 Days S-6 16685.76 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15019.16 Day 33 Yes 1176.10 31-90 Days S-7 13594.12 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9109.94 Day 34 No 14.01 7-30 Days A-0-Q 7485.31 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15133.82 Day 34 Yes 447.98 <7 Days A-1-Q 16174.13 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1973.86 Day 34 No 169.39 91-180 Days A-2-Q 2242.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12666.60 Day 34 No 92.72 91-180 Days A-3-Q 11040.90 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9776.65 Day 34 No 82.88 91-180 Days A-4-Q 11411.46 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26020.30 Day 34 No 1408.12 7-30 Days A-5-Q 27265.91 Full Yes Liberty Wealth Management LLC Capital Markets