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
2025-09-09 Liberty Capital Markets Inc. O.W.5 Covered Bonds Small Business Yes 23336193034.53 <1 Year Yes 4803305157.86 31-90 Days Credit Card Receivables 2633599705.31 Partial Yes Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 27165.08 Open No 2176.27 31-90 Days A-0-Q 25844.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 30868.22 Open Yes 1408.59 <7 Days A-1-Q 36495.52 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 8882.46 Open Yes 377.76 <7 Days A-2-Q 10017.80 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 25183.54 Open No 297.88 <7 Days A-3-Q 24151.47 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9328.87 Open No 130.04 31-90 Days A-4-Q 9955.84 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7641.13 Open No 14.02 31-90 Days A-5-Q 8335.23 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9733.65 Open No 620.06 <7 Days CB-1-Q 9886.05 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 10048.05 Open No 565.84 91-180 Days CB-2-Q 9553.97 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15745.25 Open No 1531.12 <7 Days S-1-Q 13974.64 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 14008.17 Open Yes 754.33 31-90 Days S-2-Q 15539.72 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40729.56 Open Yes 2622.43 91-180 Days S-3-Q 47361.02 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40131.63 Open No 1741.39 7-30 Days S-4-Q 45728.27 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5286.98 Open Yes 274.62 7-30 Days CB-3-Q 5500.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 7657.94 Open No 676.56 91-180 Days G-1-Q 6774.73 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 23499.91 Open No 1102.67 <7 Days G-2-Q 27089.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9324.06 Open Yes 322.35 31-90 Days G-3-Q 9933.96 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18380.76 Open Yes 770.64 91-180 Days S-5-Q 20889.83 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 27737.88 Open No 1271.50 7-30 Days S-6-Q 30883.16 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6417.84 Open Yes 171.97 31-90 Days S-7-Q 6564.28 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 26505.72 Open No 291.71 91-180 Days E-1-Q 31780.08 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38130.64 Open No 2217.75 <7 Days E-2-Q 38059.81 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18836.80 Open Yes 1123.65 <7 Days IG-1-Q 15484.11 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 19015.81 Open No 308.61 91-180 Days IG-2-Q 20150.47 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 39356.70 Open Yes 566.69 31-90 Days C-1 44821.82 None Yes Liberty Capital Markets Inc. Investment Banking