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 40491.56 >2 Yr <= 3 Yr Yes 3593.93 31-90 Days G-1 47194.05 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 15160.07 >2 Yr <= 3 Yr Yes 137.85 91-180 Days G-2 12695.87 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 29636.92 >2 Yr <= 3 Yr No 659.96 91-180 Days G-3 31003.57 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37390.84 >2 Yr <= 3 Yr No 1404.10 91-180 Days IG-1 37613.15 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 25611.78 >2 Yr <= 3 Yr Yes 1943.93 91-180 Days IG-2 21465.08 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6689.56 >2 Yr <= 3 Yr No 555.29 7-30 Days S-1 7476.66 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37671.68 >2 Yr <= 3 Yr Yes 699.06 91-180 Days S-2 36612.74 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 33949.70 >2 Yr <= 3 Yr No 2323.88 <7 Days S-3 27386.08 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 16306.00 >2 Yr <= 3 Yr Yes 1294.75 91-180 Days S-4 18944.91 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 42284.18 >2 Yr <= 3 Yr No 2368.37 31-90 Days S-5 36449.64 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37293.03 >2 Yr <= 3 Yr No 1885.67 <7 Days S-6 39268.98 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18116.98 >2 Yr <= 3 Yr Yes 928.44 31-90 Days S-7 18491.08 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5165.64 >3 Yr <= 4 Yr Yes 186.63 31-90 Days A-0-Q 5531.07 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37915.33 >3 Yr <= 4 Yr Yes 2644.09 7-30 Days A-1-Q 36184.55 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 3091.77 >3 Yr <= 4 Yr No 75.33 31-90 Days A-2-Q 2970.18 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 8478.96 >3 Yr <= 4 Yr Yes 119.03 7-30 Days A-3-Q 10144.86 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 41088.11 >3 Yr <= 4 Yr Yes 1380.44 <7 Days A-4-Q 45263.23 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 31407.55 >3 Yr <= 4 Yr Yes 2186.49 31-90 Days A-5-Q 32645.91 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25466.84 >3 Yr <= 4 Yr Yes 963.07 <7 Days CB-1-Q 22796.81 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 16617.97 >3 Yr <= 4 Yr Yes 1058.86 31-90 Days CB-2-Q 16021.16 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 17236.26 >3 Yr <= 4 Yr Yes 309.35 7-30 Days S-1-Q 20656.59 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 28918.91 >3 Yr <= 4 Yr No 154.13 7-30 Days S-2-Q 25136.18 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 5330.21 >3 Yr <= 4 Yr Yes 85.64 <7 Days S-3-Q 4603.36 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 23702.52 >3 Yr <= 4 Yr Yes 1658.36 7-30 Days S-4-Q 20660.38 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34536.00 >3 Yr <= 4 Yr No 604.20 7-30 Days CB-3-Q 39591.23 Partial Yes Liberty International Finance Ltd. Trading