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 Yes 32492.15 Day 2 No 1291.15 <7 Days IG-1-Q 31725.89 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 24571.06 Day 2 No 1230.55 91-180 Days IG-2-Q 20115.11 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 4680.87 Day 2 No 76.08 31-90 Days C-1 4711.02 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6979.52 Day 2 No 643.66 31-90 Days CB-4 6118.62 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 18684.74 Day 2 No 280.06 7-30 Days E-10 21024.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 32892.33 Day 2 Yes 2601.96 31-90 Days E-3 34865.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 21737.85 Day 2 Yes 1761.72 7-30 Days E-4 25333.74 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 8621.67 Day 2 No 779.71 31-90 Days E-5 7955.34 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 32248.63 Day 2 Yes 2369.11 31-90 Days E-6 30173.84 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 33647.28 Day 2 Yes 392.93 91-180 Days E-7 28007.56 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 10665.79 Day 2 Yes 700.01 7-30 Days E-8 10891.37 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 43157.62 Day 2 No 2474.51 <7 Days E-9 42435.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 23335.30 Day 2 No 2295.72 91-180 Days G-4 23444.54 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 10962.59 Day 2 No 1076.98 31-90 Days IG-3 12877.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18474.44 Day 2 No 1659.96 31-90 Days IG-4 19567.75 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 35198.90 Day 2 Yes 1366.98 91-180 Days IG-5 35492.53 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14281.02 Day 2 No 1049.68 7-30 Days IG-6 11883.20 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7647.52 Day 2 No 421.12 <7 Days IG-7 8780.07 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 12568.13 Day 2 Yes 1009.38 7-30 Days IG-8 10686.66 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 523.65 Day 2 No 0.78 <7 Days L-1 592.35 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38949.02 Day 2 No 3390.66 7-30 Days L-10 41045.29 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 31951.67 Day 2 Yes 3188.56 7-30 Days L-11 26199.27 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6600.24 Day 2 No 154.50 91-180 Days L-2 5514.00 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1233.66 Day 2 Yes 96.56 91-180 Days L-3 1321.68 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40395.16 Day 2 No 1055.63 <7 Days L-4 37864.28 Full No Investment Banking