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 15983.35 Day 37 No 163.44 <7 Days N-4 17609.16 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 43681.72 Day 37 Yes 1150.69 <7 Days N-5 35505.09 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 8999.30 Day 37 No 309.64 <7 Days N-6 8369.70 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 34070.76 Day 37 No 3126.04 91-180 Days N-7 30015.93 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 38260.51 Day 37 No 358.32 7-30 Days P-1 32142.54 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 11582.83 Day 37 Yes 438.34 <7 Days P-2 12360.08 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 25505.38 Day 37 Yes 1900.95 91-180 Days S-8 21121.55 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 42807.65 Day 37 Yes 2131.50 7-30 Days Y-1 34277.49 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 36904.11 Day 37 No 2451.63 31-90 Days Y-2 38605.95 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14441.76 Day 37 Yes 1278.70 7-30 Days Y-3 16976.28 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 35476.44 Day 37 Yes 819.06 91-180 Days Y-4 28848.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40408.27 Day 37 No 665.94 91-180 Days Z-1 41826.67 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 5093.18 Day 37 No 324.33 91-180 Days A-2 5348.86 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 10710.78 Day 37 No 110.46 91-180 Days A-3 12319.05 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 3470.86 Day 37 No 3.82 31-90 Days A-4 3351.95 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7737.91 Day 37 No 581.63 91-180 Days A-5 7689.97 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 20960.19 Day 37 No 1316.69 7-30 Days CB-1 24518.29 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 24558.00 Day 37 Yes 2214.13 7-30 Days CB-2 22344.05 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 8244.50 Day 37 Yes 402.42 <7 Days CB-3 9706.99 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 43458.01 Day 37 No 3762.32 <7 Days E-1 50836.12 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14538.58 Day 37 Yes 23.83 <7 Days E-2 13260.21 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 28867.20 Day 37 Yes 885.66 31-90 Days G-1 30506.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1494.01 Day 37 Yes 14.57 31-90 Days G-2 1553.39 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40215.63 Day 37 Yes 2162.68 7-30 Days G-3 42746.86 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7220.18 Day 37 Yes 471.67 91-180 Days IG-1 7264.73 None No Capital Markets