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 4704.64 Day 1 Yes 339.58 31-90 Days S-4 4397.23 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 41135.81 Day 1 Yes 2126.43 91-180 Days S-5 44443.54 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6676.40 Day 1 No 543.02 7-30 Days S-6 6201.83 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 12015.51 Day 1 Yes 110.60 7-30 Days S-7 12928.97 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 41758.27 Day 2 No 1736.27 7-30 Days A-0-Q 42541.74 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 32392.93 Day 2 Yes 63.22 <7 Days A-1-Q 37362.44 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 4219.45 Day 2 Yes 59.49 91-180 Days A-2-Q 4935.40 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 32586.25 Day 2 Yes 191.55 91-180 Days A-3-Q 29020.47 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38897.99 Day 2 No 3358.50 <7 Days A-4-Q 42363.44 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18868.31 Day 2 No 696.04 31-90 Days A-5-Q 20736.75 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 4096.77 Day 2 No 343.05 91-180 Days CB-1-Q 3401.36 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 19641.97 Day 2 Yes 184.24 31-90 Days CB-2-Q 21992.79 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 32960.09 Day 2 No 244.37 <7 Days S-1-Q 39468.70 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 30599.15 Day 2 Yes 2487.44 <7 Days S-2-Q 34592.47 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6811.54 Day 2 Yes 183.93 31-90 Days S-3-Q 6188.11 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9560.86 Day 2 Yes 785.39 91-180 Days S-4-Q 7958.79 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 23209.20 Day 2 No 1074.80 7-30 Days CB-3-Q 25717.62 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6871.72 Day 2 Yes 140.17 31-90 Days G-1-Q 7745.58 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1219.19 Day 2 No 108.63 31-90 Days G-2-Q 1370.42 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 11704.74 Day 2 No 509.04 91-180 Days G-3-Q 12497.17 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7250.55 Day 2 No 331.09 7-30 Days S-5-Q 5908.99 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6719.39 Day 2 No 250.72 91-180 Days S-6-Q 8041.59 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 36617.18 Day 2 Yes 2010.24 91-180 Days S-7-Q 30032.03 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 8841.40 Day 2 Yes 479.24 91-180 Days E-1-Q 9439.76 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 37183.74 Day 2 Yes 1402.55 31-90 Days E-2-Q 35785.30 Partial Yes Liberty Wealth Management LLC Treasury