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 16074.01 Day 1 No 420.05 31-90 Days S-3-Q 16287.71 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 35809.41 Day 1 No 1892.77 <7 Days S-4-Q 42351.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 43856.87 Day 1 No 2617.83 7-30 Days CB-3-Q 48439.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15264.34 Day 1 Yes 254.22 31-90 Days G-1-Q 17209.23 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 16179.28 Day 1 Yes 925.42 <7 Days G-2-Q 13620.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 37797.68 Day 1 Yes 3521.06 <7 Days G-3-Q 37732.51 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11627.21 Day 1 No 875.47 7-30 Days S-5-Q 12029.40 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5756.52 Day 1 No 456.09 31-90 Days S-6-Q 6746.35 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 11020.24 Day 1 No 765.33 <7 Days S-7-Q 11107.14 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 2507.75 Day 1 No 130.21 7-30 Days E-1-Q 2167.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 35843.54 Day 1 Yes 1540.29 7-30 Days E-2-Q 39741.05 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 24727.09 Day 1 Yes 154.67 7-30 Days IG-1-Q 23299.79 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 15644.66 Day 1 No 520.78 91-180 Days IG-2-Q 12934.81 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18074.72 Day 1 Yes 1342.23 7-30 Days C-1 14632.25 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 17246.02 Day 1 Yes 47.03 7-30 Days CB-4 16384.55 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 23119.71 Day 1 No 1176.67 <7 Days E-10 21337.69 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 33560.84 Day 1 Yes 3126.38 91-180 Days E-3 37383.43 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 4624.72 Day 1 Yes 352.84 91-180 Days E-4 3966.78 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14411.66 Day 1 Yes 1371.16 31-90 Days E-5 14819.34 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 22209.75 Day 1 No 185.63 <7 Days E-6 22752.31 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 2231.28 Day 1 No 215.79 91-180 Days E-7 1879.01 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 43189.64 Day 1 Yes 4056.14 31-90 Days E-8 36608.41 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 687.98 Day 1 No 43.07 7-30 Days E-9 708.44 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 41840.15 Day 1 No 4113.94 31-90 Days G-4 41014.78 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 10068.47 Day 1 Yes 807.34 31-90 Days IG-3 9126.84 Full No Capital Markets