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 25655.62 Day 36 Yes 965.41 7-30 Days E-5 20827.59 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20588.23 Day 36 Yes 1466.17 31-90 Days E-6 17095.40 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40495.18 Day 36 Yes 3275.46 91-180 Days E-7 44515.22 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38278.33 Day 36 Yes 1383.05 91-180 Days E-8 43852.68 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15259.84 Day 36 Yes 984.02 7-30 Days E-9 17823.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7292.17 Day 36 Yes 727.05 <7 Days G-4 8164.40 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28998.03 Day 36 Yes 2341.08 31-90 Days IG-3 33971.87 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22082.62 Day 36 No 718.85 91-180 Days IG-4 26254.47 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6929.10 Day 36 Yes 472.54 31-90 Days IG-5 6742.49 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9162.05 Day 36 No 299.75 7-30 Days IG-6 8413.25 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30846.16 Day 36 No 1502.55 <7 Days IG-7 28406.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22011.21 Day 36 Yes 937.92 31-90 Days IG-8 18507.17 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23461.56 Day 36 Yes 2345.49 <7 Days L-1 19332.62 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1530.88 Day 36 No 110.73 91-180 Days L-10 1826.81 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31923.00 Day 36 No 1344.80 7-30 Days L-11 32378.36 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13428.75 Day 36 Yes 788.39 91-180 Days L-2 15627.79 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29977.03 Day 36 No 614.19 31-90 Days L-3 33126.56 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11215.73 Day 36 Yes 354.70 31-90 Days L-4 11826.31 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3223.83 Day 36 No 99.62 31-90 Days L-5 3474.89 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28880.23 Day 36 No 81.44 31-90 Days L-6 24628.52 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2571.35 Day 36 No 8.63 31-90 Days L-7 2072.69 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14243.02 Day 36 Yes 1298.52 <7 Days L-8 12932.13 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7920.25 Day 36 No 537.16 91-180 Days L-9 8353.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22344.77 Day 36 No 1080.81 91-180 Days LC-1 20719.15 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7620.14 Day 36 Yes 239.37 <7 Days LC-2 7294.77 Full Yes Liberty Wealth Management LLC Wholesale Lending