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 Non-Financial Corporate No 7702.35 Day 36 No 130.09 7-30 Days Z-1 6845.08 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10648.75 Day 36 No 890.25 91-180 Days A-2 11763.72 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 17543.73 Day 36 Yes 976.57 <7 Days A-3 18320.84 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 42143.96 Day 36 Yes 2371.13 31-90 Days A-4 49191.19 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 25906.61 Day 36 No 1209.60 91-180 Days A-5 28851.62 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 25978.72 Day 36 No 352.51 91-180 Days CB-1 23679.44 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 1599.98 Day 36 Yes 21.60 <7 Days CB-2 1503.01 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 12094.24 Day 36 No 1065.12 91-180 Days CB-3 10383.75 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 42807.07 Day 36 No 3768.15 91-180 Days E-1 43606.08 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18124.79 Day 36 No 1530.00 7-30 Days E-2 21091.68 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 11538.71 Day 36 Yes 9.09 31-90 Days G-1 10440.65 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10962.89 Day 36 Yes 467.43 31-90 Days G-2 11869.48 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 1372.36 Day 36 No 102.90 91-180 Days G-3 1359.96 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18279.71 Day 36 Yes 1573.99 7-30 Days IG-1 18935.63 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 28698.95 Day 36 Yes 287.56 91-180 Days IG-2 24071.34 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 377.19 Day 36 No 33.47 31-90 Days S-1 436.32 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 21189.71 Day 36 Yes 1094.56 91-180 Days S-2 17676.39 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 25360.88 Day 36 No 1274.22 7-30 Days S-3 29406.13 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 34139.37 Day 36 Yes 241.22 31-90 Days S-4 40234.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 8196.49 Day 36 No 150.05 31-90 Days S-5 9142.41 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 949.40 Day 36 Yes 21.96 91-180 Days S-6 970.19 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6717.46 Day 36 Yes 485.02 91-180 Days S-7 7825.08 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 3568.80 Day 37 Yes 261.46 7-30 Days A-0-Q 3213.32 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 35696.13 Day 37 Yes 3337.63 31-90 Days A-1-Q 28919.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 23247.64 Day 37 No 835.25 7-30 Days A-2-Q 23294.14 Partial No Trading