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 Yes 27473.96 Day 55 No 321.55 <7 Days E-3 31945.37 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 28703.30 Day 55 Yes 1470.39 91-180 Days E-4 26320.71 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 27337.03 Day 55 Yes 1072.29 <7 Days E-5 22475.24 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5534.52 Day 55 No 454.04 31-90 Days E-6 6588.67 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 16438.52 Day 55 No 1182.55 <7 Days E-7 13600.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 23630.05 Day 55 No 1253.56 31-90 Days E-8 26286.42 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 33723.30 Day 55 Yes 299.89 7-30 Days E-9 28433.32 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42608.53 Day 55 Yes 204.21 <7 Days G-4 43477.97 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 14226.36 Day 55 No 740.58 7-30 Days IG-3 15399.76 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 26392.54 Day 55 No 977.08 7-30 Days IG-4 26396.27 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38067.10 Day 55 Yes 3049.67 91-180 Days IG-5 31946.35 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 35846.31 Day 55 No 3365.29 31-90 Days IG-6 37232.39 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 13411.30 Day 55 Yes 613.89 31-90 Days IG-7 14585.30 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 24287.01 Day 55 Yes 1024.46 <7 Days IG-8 23608.68 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 9681.66 Day 55 Yes 174.48 31-90 Days L-1 7773.85 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10877.19 Day 55 Yes 738.54 91-180 Days L-10 9771.31 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 19084.60 Day 55 No 581.00 31-90 Days L-11 15491.17 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 13183.35 Day 55 No 737.41 91-180 Days L-2 12033.12 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 42332.07 Day 55 No 3025.73 91-180 Days L-3 43972.73 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34133.68 Day 55 Yes 643.45 31-90 Days L-4 36108.84 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38451.30 Day 55 Yes 228.17 7-30 Days L-5 35937.53 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 8219.70 Day 55 Yes 692.81 91-180 Days L-6 7749.46 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 17259.55 Day 55 No 1371.38 7-30 Days L-7 19927.49 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 25441.25 Day 55 No 684.61 31-90 Days L-8 22732.65 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34340.27 Day 55 Yes 2346.06 <7 Days L-9 31940.49 Partial Yes Liberty Mortgage Services Corp. Capital Markets