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 Retail No 11079.92 Open No 723.93 31-90 Days CB-3 13137.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5684.64 Open No 86.39 31-90 Days E-1 4937.30 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7519.57 Open No 5.20 7-30 Days E-2 8157.36 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 19693.54 Open No 1778.65 7-30 Days G-1 23509.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 29505.13 Open No 1000.95 91-180 Days G-2 23761.54 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15453.22 Open No 788.86 31-90 Days G-3 13721.84 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 13268.70 Open Yes 46.30 91-180 Days IG-1 15824.44 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7216.53 Open Yes 14.55 31-90 Days IG-2 8398.94 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 36539.54 Open No 955.09 7-30 Days S-1 31290.17 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 32846.73 Open Yes 1226.26 7-30 Days S-2 38488.97 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 28172.59 Open No 632.45 31-90 Days S-3 25948.12 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 34136.60 Open Yes 2113.79 91-180 Days S-4 39627.16 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38240.66 Open No 3592.28 7-30 Days S-5 45623.87 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 21813.88 Open No 1250.70 31-90 Days S-6 22181.53 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 21371.02 Open No 1586.26 91-180 Days S-7 22972.38 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5042.77 Day 1 No 490.04 7-30 Days A-0-Q 4768.59 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 26330.79 Day 1 No 938.38 31-90 Days A-1-Q 25748.10 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 41624.94 Day 1 Yes 299.63 <7 Days A-2-Q 41199.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 3138.92 Day 1 Yes 111.33 31-90 Days A-3-Q 3625.97 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 35425.17 Day 1 No 2193.23 31-90 Days A-4-Q 41774.28 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 2180.13 Day 1 No 114.97 <7 Days A-5-Q 2136.04 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 15849.94 Day 1 Yes 389.30 <7 Days CB-1-Q 15538.82 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 10271.75 Day 1 Yes 778.32 31-90 Days CB-2-Q 9949.19 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 28506.07 Day 1 Yes 1693.62 31-90 Days S-1-Q 23691.05 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1557.05 Day 1 Yes 82.95 <7 Days S-2-Q 1813.89 Full Yes Liberty International Finance Ltd. Trading