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 15340.76 Day 1 No 541.12 91-180 Days IG-4 14362.45 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 12094.30 Day 1 No 379.48 91-180 Days IG-5 13955.28 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 41811.08 Day 1 Yes 974.07 <7 Days IG-6 39326.04 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 37333.31 Day 1 No 250.25 7-30 Days IG-7 32043.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 20741.81 Day 1 No 706.39 91-180 Days IG-8 23133.93 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 25337.77 Day 1 Yes 83.11 91-180 Days L-1 29724.06 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 16558.72 Day 1 Yes 168.95 91-180 Days L-10 13382.88 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 13891.22 Day 1 No 599.46 7-30 Days L-11 13636.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 16225.09 Day 1 No 328.08 7-30 Days L-2 16476.03 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6686.80 Day 1 Yes 91.00 91-180 Days L-3 5523.44 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 30480.77 Day 1 Yes 2427.84 91-180 Days L-4 35068.31 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11754.12 Day 1 No 605.84 91-180 Days L-5 12130.35 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 25661.62 Day 1 Yes 850.56 7-30 Days L-6 29226.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 41240.46 Day 1 No 2534.91 31-90 Days L-7 35702.43 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 38565.20 Day 1 Yes 2697.61 91-180 Days L-8 37467.69 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 12972.30 Day 1 Yes 48.91 91-180 Days L-9 10838.07 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15276.63 Day 1 Yes 1265.16 <7 Days LC-1 17154.62 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 43902.61 Day 1 Yes 1970.85 <7 Days LC-2 48459.42 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 21642.80 Day 1 Yes 974.55 31-90 Days N-1 20639.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1816.54 Day 1 Yes 67.06 91-180 Days N-2 1956.08 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38531.96 Day 1 No 2015.92 <7 Days N-3 44220.19 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5035.80 Day 1 No 395.85 7-30 Days N-4 4270.86 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1649.76 Day 1 Yes 159.53 <7 Days N-5 1852.83 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 31261.04 Day 1 No 2703.76 31-90 Days N-6 29655.04 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15629.55 Day 1 Yes 657.43 <7 Days N-7 16877.18 Full Yes Liberty Mortgage Services Corp. Trading