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 1870.12 Open No 55.74 <7 Days CB-4 1836.60 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 37801.23 Open Yes 3122.42 7-30 Days E-10 33679.91 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 28175.78 Open Yes 902.47 31-90 Days E-3 30746.87 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 36681.61 Open No 2877.88 <7 Days E-4 30722.64 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 43756.47 Open No 914.70 91-180 Days E-5 48867.22 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 24025.95 Open No 1189.95 31-90 Days E-6 28001.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 5159.17 Open Yes 46.28 31-90 Days E-7 6052.11 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40276.59 Open Yes 795.05 7-30 Days E-8 34816.95 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 4569.09 Open No 117.54 91-180 Days E-9 5367.99 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 25938.01 Open No 1908.98 7-30 Days G-4 25590.58 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 28659.59 Open Yes 1188.54 91-180 Days IG-3 27526.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 21027.71 Open Yes 599.22 7-30 Days IG-4 18661.43 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 1026.44 Open No 40.75 <7 Days IG-5 1046.16 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 35728.33 Open Yes 245.14 <7 Days IG-6 39625.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 29613.72 Open No 304.62 7-30 Days IG-7 26468.61 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 13962.64 Open No 516.58 31-90 Days IG-8 13088.07 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 33902.04 Open Yes 2951.79 7-30 Days L-1 32054.45 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 42834.34 Open Yes 1506.84 <7 Days L-10 36332.80 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18508.51 Open Yes 630.00 91-180 Days L-11 21017.81 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 37808.58 Open No 1370.18 <7 Days L-2 43797.03 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15065.29 Open Yes 313.41 31-90 Days L-3 17204.09 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 26132.66 Open Yes 357.34 31-90 Days L-4 21039.34 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 3829.98 Open Yes 143.76 <7 Days L-5 4438.40 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 7690.68 Open Yes 95.23 <7 Days L-6 7560.18 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 12442.21 Open No 185.92 7-30 Days L-7 12547.74 Full Yes Liberty International Finance Ltd. Investment Banking