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 26434.64 180 - 270 Days Yes 1909.84 91-180 Days A-3 27977.81 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5377.61 180 - 270 Days Yes 21.76 91-180 Days A-4 4947.80 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37081.68 180 - 270 Days Yes 410.77 91-180 Days A-5 33091.03 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 799.07 180 - 270 Days No 3.22 7-30 Days CB-1 682.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 19993.30 180 - 270 Days Yes 790.35 <7 Days CB-2 22502.60 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5962.55 180 - 270 Days Yes 288.47 31-90 Days CB-3 6470.00 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 685.90 180 - 270 Days No 1.17 <7 Days E-1 613.59 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 20398.53 180 - 270 Days No 2031.44 7-30 Days E-2 21354.09 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 12397.92 180 - 270 Days Yes 713.02 31-90 Days G-1 14047.37 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 35987.34 180 - 270 Days No 228.31 <7 Days G-2 41021.41 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 41659.78 180 - 270 Days Yes 3739.46 31-90 Days G-3 37128.98 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 16263.15 180 - 270 Days No 236.70 91-180 Days IG-1 15089.73 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 2082.58 180 - 270 Days Yes 98.20 <7 Days IG-2 2128.72 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 19523.92 180 - 270 Days No 395.69 7-30 Days S-1 19758.94 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 28083.21 180 - 270 Days Yes 293.15 <7 Days S-2 28935.03 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 24277.49 180 - 270 Days Yes 1680.93 <7 Days S-3 23099.95 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 22337.38 180 - 270 Days No 1983.26 <7 Days S-4 26045.59 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 3461.35 180 - 270 Days No 252.93 91-180 Days S-5 3222.37 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 18119.38 180 - 270 Days No 1527.34 7-30 Days S-6 16021.66 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 11666.78 180 - 270 Days Yes 863.22 <7 Days S-7 11829.53 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 9216.03 271 - 364 Days No 723.49 <7 Days A-0-Q 10517.85 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 22254.16 271 - 364 Days No 1840.98 91-180 Days A-1-Q 18160.15 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 30176.53 271 - 364 Days Yes 1804.61 <7 Days A-2-Q 29671.50 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 1782.71 271 - 364 Days No 40.04 91-180 Days A-3-Q 2032.56 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 7193.33 271 - 364 Days Yes 531.63 7-30 Days A-4-Q 8485.55 Partial Yes Liberty International Finance Ltd. Investment Banking