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 2334.81 >5 Yr No 116.12 91-180 Days P-1 2134.41 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 15963.20 >5 Yr No 220.06 91-180 Days P-2 13092.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 22572.37 >5 Yr No 871.45 7-30 Days S-8 18340.61 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 3338.10 >5 Yr No 203.27 31-90 Days Y-1 3663.76 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 9960.17 >5 Yr No 181.17 7-30 Days Y-2 9185.44 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 21221.43 >5 Yr No 1258.65 <7 Days Y-3 19323.40 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 24939.98 >5 Yr No 184.62 31-90 Days Y-4 27687.13 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 9371.72 >5 Yr Yes 660.52 7-30 Days Z-1 11157.92 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38540.93 >5 Yr Yes 2239.91 91-180 Days A-2 44814.99 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 4118.04 >5 Yr Yes 265.10 <7 Days A-3 3471.09 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42084.65 >5 Yr No 983.80 31-90 Days A-4 37357.71 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 8711.37 >5 Yr No 198.68 <7 Days A-5 8548.06 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5985.30 >5 Yr No 78.66 <7 Days CB-1 6342.62 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 24499.48 >5 Yr Yes 2071.21 7-30 Days CB-2 28627.15 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 29554.48 >5 Yr Yes 2463.43 <7 Days CB-3 32464.53 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 29510.20 >5 Yr No 2839.22 31-90 Days E-1 26169.89 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 32647.14 >5 Yr No 2968.45 <7 Days E-2 26762.14 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 17421.63 >5 Yr No 1433.58 <7 Days G-1 19752.23 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 39007.71 >5 Yr No 1106.39 <7 Days G-2 38741.04 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 36675.70 >5 Yr No 2150.25 <7 Days G-3 42073.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 17390.23 >5 Yr No 934.68 7-30 Days IG-1 14899.21 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 31881.90 >5 Yr Yes 760.79 31-90 Days IG-2 33494.59 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 39013.77 >5 Yr No 3776.85 31-90 Days S-1 36041.98 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 6362.76 >5 Yr No 362.97 91-180 Days S-2 6565.94 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 21045.39 >5 Yr Yes 1908.59 7-30 Days S-3 18459.15 Full No Trading